+70.5%
ICE vs PFG
+82.7%
-12.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +3.6% | +2.4% | +1.2% | +2.8% |
| 30D | +15.1% | +5.9% | +9.2% | +12.9% |
| 3M | +15.4% | -0.4% | +15.8% | +15.4% |
| 6M | +16.1% | +14.8% | +1.3% | +11.3% |
| YTD | +11.4% | +31.9% | -20.6% | +2.3% |
| 1Y | +18.5% | +38.8% | -20.4% | +7.2% |
| 3Y | +70.5% | +82.4% | -11.9% | +40.4% |
| All | +70.5% | +82.7% | -12.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling