+2,316.3%
ICE vs PEG
+413.1%
+1,903.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | +7.6% | -2.4% | +10.1% | +9.0% |
| 3M | +13.9% | -4.8% | +18.7% | +16.8% |
| 6M | -2.4% | -10.7% | +8.3% | +3.3% |
| YTD | +0.3% | -6.7% | +6.9% | +3.1% |
| 1Y | -6.4% | -6.8% | +0.4% | -4.0% |
| 3Y | +43.1% | +34.5% | +8.6% | +15.9% |
| 5Y | +42.1% | +35.8% | +6.4% | +12.7% |
| 10Y | +220.9% | +141.7% | +79.2% | +66.6% |
| All | +2,316.3% | +413.1% | +1,903.2% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling