+39.9%
ICE vs PFG
+109.8%
-69.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | +4.0% | +0.9% | +3.0% | +3.6% |
| 3M | +11.0% | +7.7% | +3.3% | +8.3% |
| 6M | -5.0% | +29.0% | -33.9% | -12.4% |
| YTD | -2.7% | +32.5% | -35.2% | -11.1% |
| 1Y | -8.6% | +47.3% | -55.9% | -19.4% |
| 3Y | +41.4% | +68.2% | -26.9% | +17.6% |
| 5Y | +39.9% | +108.5% | -68.6% | +7.4% |
| All | +39.9% | +109.8% | -69.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling