+43.9%
ICE vs PENG
+68.7%
-24.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -7.9% | +2.0% |
| 7D | +3.2% | +1.9% | +1.4% | +3.0% |
| 30D | +14.7% | -37.8% | +52.5% | +16.9% |
| 3M | +19.8% | -14.1% | +33.9% | +19.6% |
| 6M | +15.2% | +13.1% | +2.1% | +10.1% |
| YTD | +12.7% | +151.8% | -139.1% | -1.0% |
| 1Y | +20.4% | +136.0% | -115.6% | +6.4% |
| 3Y | +70.8% | +217.9% | -147.2% | +39.1% |
| 5Y | +43.9% | +64.1% | -20.1% | +16.0% |
| All | +43.9% | +68.7% | -24.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling