+40.9%
ICE vs PCOR
-11.9%
+52.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.6% | +3.0% | +0.6% | +3.1% |
| 30D | +15.1% | +38.7% | -23.6% | +8.3% |
| 3M | +15.4% | +24.9% | -9.5% | +10.3% |
| 6M | +16.1% | +68.8% | -52.6% | +4.6% |
| YTD | +11.4% | +6.7% | +4.6% | +7.8% |
| 1Y | +18.5% | +3.0% | +15.5% | +15.3% |
| 3Y | +70.5% | +48.6% | +21.9% | +48.4% |
| All | +40.9% | -11.9% | +52.8% | +26.4% |
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 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