+213.7%
ICE vs PFGC
+292.9%
-79.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | -2.4% | -4.8% | +2.4% | -1.7% |
| 30D | +4.0% | -12.5% | +16.6% | +6.1% |
| 3M | +13.7% | -9.7% | +23.4% | +15.3% |
| 6M | +0.9% | +7.0% | -6.1% | -0.5% |
| YTD | -2.1% | +4.5% | -6.6% | -3.4% |
| 1Y | -9.5% | -11.6% | +2.1% | -8.4% |
| 3Y | +42.1% | +58.5% | -16.4% | +30.4% |
| 5Y | +41.4% | +112.6% | -71.2% | +22.5% |
| All | +213.7% | +292.9% | -79.2% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling