+41.0%
ICE vs PFGC
+114.2%
-73.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -1.2% | -2.4% | +1.3% | -0.7% |
| 30D | +5.0% | -15.8% | +20.7% | +8.4% |
| 3M | +13.9% | -0.6% | +14.5% | +13.8% |
| 6M | -4.4% | +10.7% | -15.1% | -6.8% |
| YTD | -1.9% | +7.6% | -9.6% | -4.3% |
| 1Y | -8.1% | -7.8% | -0.3% | -7.3% |
| 3Y | +42.5% | +63.7% | -21.2% | +25.0% |
| All | +41.0% | +114.2% | -73.2% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling