+41.7%
ICE vs PPG
-24.1%
+65.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.4% | -6.2% | +3.9% | -0.7% |
| 30D | +4.0% | -7.9% | +12.0% | +6.3% |
| 3M | +13.7% | -10.2% | +23.9% | +16.6% |
| 6M | +0.9% | +2.7% | -1.7% | -0.9% |
| YTD | -2.1% | +4.9% | -7.0% | -5.3% |
| 1Y | -9.5% | -3.2% | -6.3% | -10.3% |
| 3Y | +42.1% | -17.0% | +59.1% | +46.1% |
| All | +41.7% | -24.1% | +65.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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