+35.5%
ICE vs PCOR
-19.6%
+55.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.0% | +22.7% | -20.7% | -1.9% |
| 30D | +12.9% | +37.5% | -24.6% | +6.4% |
| 3M | +15.4% | +35.2% | -19.8% | +8.8% |
| 6M | +13.1% | +42.2% | -29.1% | +5.0% |
| YTD | +7.5% | +3.6% | +3.9% | +4.6% |
| 1Y | +18.3% | -4.8% | +23.1% | +16.8% |
| 3Y | +65.9% | +48.3% | +17.6% | +44.1% |
| All | +35.5% | -19.6% | +55.2% | +24.1% |
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