+213.7%
ICE vs PNR
+66.2%
+147.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.4% | -6.0% | +3.6% | -0.4% |
| 30D | +4.0% | -14.0% | +18.0% | +9.2% |
| 3M | +13.7% | -21.7% | +35.4% | +22.0% |
| 6M | +0.9% | -37.3% | +38.2% | +16.2% |
| YTD | -2.1% | -45.1% | +43.0% | +17.6% |
| 1Y | -9.5% | -49.1% | +39.6% | +11.6% |
| 3Y | +42.1% | -14.8% | +56.9% | +41.7% |
| 5Y | +41.4% | -21.0% | +62.4% | +41.0% |
| All | +213.7% | +66.2% | +147.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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