+236.3%
ICE vs PENG
+689.3%
-453.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +0.8% |
| 7D | +3.6% | +13.2% | -9.6% | +2.6% |
| 30D | +15.1% | -29.9% | +45.0% | +17.3% |
| 3M | +15.4% | -22.2% | +37.6% | +16.0% |
| 6M | +16.1% | -1.9% | +18.0% | +11.8% |
| YTD | +11.4% | +142.1% | -130.8% | -3.0% |
| 1Y | +18.5% | +151.5% | -133.1% | +2.7% |
| 3Y | +70.5% | +206.9% | -136.4% | +39.0% |
| 5Y | +40.9% | +58.2% | -17.3% | +18.3% |
| All | +236.3% | +689.3% | -453.0% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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