+263.5%
ICE vs PPL
+65.0%
+198.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +2.2% | -2.2% | +4.4% | +3.1% |
| 30D | +13.7% | +1.7% | +12.0% | +13.0% |
| 3M | +17.9% | +0.1% | +17.8% | +17.8% |
| 6M | +15.0% | -1.5% | +16.5% | +15.4% |
| YTD | +10.9% | +3.0% | +8.0% | +9.2% |
| 1Y | +17.0% | -1.4% | +18.4% | +17.0% |
| 3Y | +68.2% | +53.5% | +14.7% | +40.3% |
| 5Y | +40.4% | +46.4% | -6.0% | +18.6% |
| All | +263.5% | +65.0% | +198.5% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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