+66.9%
ICE vs PCOR
-10.0%
+76.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.7% | +23.7% | -17.0% | +2.7% |
| 30D | +13.4% | +39.0% | -25.6% | +6.9% |
| 3M | +16.5% | +35.8% | -19.2% | +10.0% |
| 6M | +12.8% | +38.2% | -25.4% | +5.6% |
| YTD | +8.5% | +3.9% | +4.6% | +5.7% |
| 1Y | +20.6% | +5.7% | +14.9% | +16.9% |
| 3Y | +67.4% | +44.8% | +22.6% | +47.8% |
| 5Y | +36.6% | -19.8% | +56.3% | +22.7% |
| All | +66.9% | -10.0% | +76.9% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling