+45.0%
ICE vs PENG
+115.2%
-70.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.5% | -2.4% |
| 7D | -0.7% | +4.5% | -5.2% | -0.9% |
| 30D | +7.6% | -7.1% | +14.7% | +7.9% |
| 3M | +13.9% | -27.3% | +41.2% | +14.8% |
| 6M | -2.4% | +169.6% | -171.9% | -13.4% |
| YTD | +0.3% | +164.6% | -164.4% | -11.1% |
| 1Y | -6.4% | +109.5% | -115.9% | -15.6% |
| 3Y | +43.1% | +98.9% | -55.8% | +23.8% |
| All | +45.0% | +115.2% | -70.2% | +19.1% |
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