+41.7%
ICE vs PNR
-21.7%
+63.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.4% | -6.0% | +3.6% | -0.6% |
| 30D | +4.0% | -14.0% | +18.0% | +8.5% |
| 3M | +13.7% | -21.7% | +35.4% | +20.8% |
| 6M | +0.9% | -37.3% | +38.2% | +14.4% |
| YTD | -2.1% | -45.1% | +43.0% | +15.6% |
| 1Y | -9.5% | -49.1% | +39.6% | +9.6% |
| 3Y | +42.1% | -14.8% | +56.9% | +39.4% |
| All | +41.7% | -21.7% | +63.4% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling