+40.0%
ICE vs PNC
+50.6%
-10.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | +3.0% | -4.4% | +7.4% | +4.2% |
| 3M | +11.4% | +5.3% | +6.2% | +9.7% |
| 6M | -2.0% | +19.6% | -21.6% | -7.0% |
| YTD | -3.1% | +19.1% | -22.3% | -8.1% |
| 1Y | -8.4% | +24.3% | -32.7% | -14.2% |
| 3Y | +40.7% | +132.2% | -91.5% | +8.6% |
| 5Y | +40.0% | +52.3% | -12.4% | +20.0% |
| All | +40.0% | +50.6% | -10.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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