+35.5%
ICE vs PENG
+42.1%
-6.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.5% |
| 7D | +2.0% | -19.4% | +21.5% | +2.7% |
| 30D | +12.9% | -42.4% | +55.3% | +15.3% |
| 3M | +15.4% | -25.6% | +41.1% | +15.9% |
| 6M | +13.1% | +7.3% | +5.8% | +7.6% |
| YTD | +7.5% | +113.9% | -106.4% | -4.8% |
| 1Y | +18.3% | +93.6% | -75.2% | +5.6% |
| 3Y | +65.9% | +170.2% | -104.3% | +36.2% |
| All | +35.5% | +42.1% | -6.6% | +9.6% |
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