+45.0%
ICE vs PCOR
-43.0%
+88.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.2% | -1.3% |
| 7D | -0.7% | -9.0% | +8.3% | +1.0% |
| 30D | +7.6% | +4.2% | +3.5% | +6.7% |
| 3M | +13.9% | +14.4% | -0.5% | +10.8% |
| 6M | -2.4% | +0.2% | -2.5% | -3.5% |
| YTD | +0.3% | -20.3% | +20.5% | +2.6% |
| 1Y | -6.4% | -16.1% | +9.7% | -5.4% |
| 3Y | +43.1% | -14.7% | +57.8% | +39.0% |
| All | +45.0% | -43.0% | +88.0% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling