+259.6%
ICE vs PPL
+62.0%
+197.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +12.9% | +5.4% | +7.4% | +10.6% |
| 3M | +15.4% | +4.3% | +11.2% | +13.5% |
| 6M | +13.1% | -1.3% | +14.4% | +13.5% |
| YTD | +7.5% | +4.7% | +2.8% | +5.1% |
| 1Y | +18.3% | +1.3% | +17.1% | +17.1% |
| 3Y | +65.9% | +57.2% | +8.7% | +37.4% |
| 5Y | +35.2% | +48.2% | -13.0% | +13.9% |
| All | +259.6% | +62.0% | +197.6% | +183.7% |
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