+69.2%
ICE vs PCOR
-9.2%
+78.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +3.2% | +20.7% | -17.5% | -0.3% |
| 30D | +12.9% | +35.7% | -22.8% | +6.9% |
| 3M | +17.5% | +31.1% | -13.5% | +11.7% |
| 6M | +14.0% | +43.1% | -29.2% | +6.1% |
| YTD | +10.0% | +4.8% | +5.2% | +6.9% |
| 1Y | +19.5% | -3.7% | +23.2% | +17.7% |
| 3Y | +66.8% | +46.5% | +20.2% | +47.0% |
| 5Y | +40.3% | -17.3% | +57.6% | +25.7% |
| All | +69.2% | -9.2% | +78.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling