+210.5%
ICE vs PEG
+148.3%
+62.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -5.3% | -0.9% | -4.4% | -5.0% |
| 30D | +3.0% | -2.8% | +5.8% | +4.1% |
| 3M | +11.4% | -6.9% | +18.4% | +14.4% |
| 6M | -2.0% | -11.4% | +9.4% | +2.3% |
| YTD | -3.1% | -7.4% | +4.3% | -0.9% |
| 1Y | -8.4% | -8.3% | -0.1% | -6.1% |
| 3Y | +40.7% | +31.5% | +9.2% | +21.8% |
| 5Y | +40.0% | +38.0% | +2.0% | +17.6% |
| All | +210.5% | +148.3% | +62.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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