+337.2%
ICE vs PFGC
+485.1%
-147.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +3.6% | +3.4% | +0.2% | +3.1% |
| 30D | +15.1% | +16.9% | -1.8% | +12.3% |
| 3M | +15.4% | +6.4% | +9.0% | +14.1% |
| 6M | +16.1% | +16.0% | +0.1% | +13.1% |
| YTD | +11.4% | +23.6% | -12.3% | +6.9% |
| 1Y | +18.5% | +16.6% | +1.9% | +14.8% |
| 3Y | +70.5% | +82.3% | -11.7% | +53.1% |
| 5Y | +40.9% | +138.7% | -97.8% | +20.0% |
| 10Y | +260.6% | +352.8% | -92.3% | +170.0% |
| All | +337.2% | +485.1% | -147.9% | +216.5% |
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