+2,573.8%
ICE vs PFG
+322.9%
+2,251.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +13.7% | +5.0% | +8.8% | +11.4% |
| 3M | +17.9% | +0.1% | +17.9% | +17.7% |
| 6M | +15.0% | +13.8% | +1.2% | +8.9% |
| YTD | +10.9% | +31.2% | -20.3% | -1.0% |
| 1Y | +17.0% | +37.1% | -20.1% | +2.6% |
| 3Y | +68.2% | +80.6% | -12.4% | +29.4% |
| 5Y | +40.4% | +93.7% | -53.3% | +2.3% |
| 10Y | +259.3% | +185.5% | +73.7% | +100.8% |
| All | +2,573.8% | +322.9% | +2,251.0% | +735.9% |
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