+214.9%
ICE vs PH
+795.7%
-580.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.8% |
| 30D | +4.0% | -10.3% | +14.2% | +7.3% |
| 3M | +11.0% | +5.1% | +5.9% | +8.8% |
| 6M | -5.0% | +2.3% | -7.2% | -6.6% |
| YTD | -2.7% | +8.7% | -11.4% | -6.3% |
| 1Y | -8.6% | +26.8% | -35.4% | -16.4% |
| 3Y | +41.4% | +139.2% | -97.8% | +1.9% |
| 5Y | +39.9% | +251.1% | -211.2% | -13.5% |
| 10Y | +214.9% | +812.6% | -597.7% | +24.3% |
| All | +214.9% | +795.7% | -580.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling