+293.6%
ICE vs PFGC
+419.1%
-125.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | +7.6% | -11.9% | +19.6% | +9.6% |
| 3M | +13.9% | +5.0% | +8.9% | +12.9% |
| 6M | -2.4% | +8.6% | -10.9% | -3.9% |
| YTD | +0.3% | +9.7% | -9.4% | -1.8% |
| 1Y | -6.4% | -6.3% | -0.1% | -6.1% |
| 3Y | +43.1% | +58.2% | -15.1% | +31.4% |
| 5Y | +42.1% | +110.4% | -68.3% | +23.3% |
| 10Y | +220.9% | +272.8% | -51.8% | +147.3% |
| All | +293.6% | +419.1% | -125.5% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling