+2,263.8%
ICE vs PNC
+608.3%
+1,655.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -1.2% | +2.3% | -3.4% | -2.1% |
| 30D | +5.0% | -3.8% | +8.8% | +6.7% |
| 3M | +13.9% | +7.8% | +6.1% | +9.9% |
| 6M | -4.4% | +19.7% | -24.1% | -12.1% |
| YTD | -1.9% | +19.1% | -21.0% | -9.9% |
| 1Y | -8.1% | +23.1% | -31.2% | -17.0% |
| 3Y | +42.5% | +132.1% | -89.6% | -5.6% |
| 5Y | +40.6% | +52.2% | -11.6% | +8.9% |
| 10Y | +217.1% | +271.4% | -54.3% | +47.9% |
| All | +2,263.8% | +608.3% | +1,655.5% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling