+331.9%
ICE vs PFGC
+484.2%
-152.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +3.2% | +15.0% | -11.8% | +0.9% |
| 30D | +12.9% | +17.0% | -4.1% | +10.1% |
| 3M | +17.5% | -2.5% | +20.0% | +17.7% |
| 6M | +14.0% | +19.2% | -5.2% | +10.6% |
| YTD | +10.0% | +23.4% | -13.4% | +5.7% |
| 1Y | +19.5% | +13.9% | +5.7% | +16.3% |
| 3Y | +66.8% | +82.0% | -15.2% | +49.7% |
| 5Y | +40.3% | +128.7% | -88.3% | +20.2% |
| 10Y | +249.7% | +361.5% | -111.8% | +161.3% |
| All | +331.9% | +484.2% | -152.3% | +212.8% |
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 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