+2,614.9%
ICE vs PFG
+329.3%
+2,285.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.8% |
| 7D | +3.2% | -2.2% | +5.5% | +4.1% |
| 30D | +14.7% | +6.4% | +8.4% | +11.8% |
| 3M | +19.8% | +2.2% | +17.6% | +18.5% |
| 6M | +15.2% | +16.3% | -1.0% | +8.2% |
| YTD | +12.7% | +33.2% | -20.6% | -0.1% |
| 1Y | +20.4% | +40.6% | -20.2% | +4.5% |
| 3Y | +70.8% | +83.3% | -12.6% | +30.6% |
| 5Y | +43.9% | +97.7% | -53.8% | +4.0% |
| 10Y | +264.8% | +189.9% | +74.9% | +102.7% |
| All | +2,614.9% | +329.3% | +2,285.6% | +743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling