+40.6%
ICE vs PNR
-14.2%
+54.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -5.3% | -5.5% | +0.1% | -4.2% |
| 30D | +3.0% | -15.6% | +18.6% | +6.5% |
| 3M | +11.4% | -20.2% | +31.6% | +15.7% |
| 6M | -2.0% | -36.6% | +34.6% | +6.9% |
| YTD | -3.1% | -45.0% | +41.9% | +9.6% |
| 1Y | -8.4% | -47.4% | +39.1% | +4.8% |
| All | +40.6% | -14.2% | +54.9% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling