+41.7%
ICE vs PGR
+159.7%
-118.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | +4.0% | +4.9% | -0.9% | +2.8% |
| 3M | +13.7% | +7.6% | +6.0% | +11.3% |
| 6M | +0.9% | +8.3% | -7.3% | -1.4% |
| YTD | -2.1% | +1.7% | -3.9% | -3.1% |
| 1Y | -9.5% | -6.8% | -2.7% | -8.6% |
| 3Y | +42.1% | +73.4% | -31.4% | +23.3% |
| All | +41.7% | +159.7% | -118.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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