+264.9%
ICE vs PPL
+67.2%
+197.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +15.1% | +2.6% | +12.4% | +13.9% |
| 3M | +15.4% | +0.8% | +14.6% | +14.9% |
| 6M | +16.1% | +1.4% | +14.7% | +15.3% |
| YTD | +11.4% | +4.3% | +7.0% | +9.0% |
| 1Y | +18.5% | +0.8% | +17.7% | +17.5% |
| 3Y | +70.5% | +57.9% | +12.6% | +40.7% |
| 5Y | +40.9% | +48.3% | -7.4% | +18.4% |
| All | +264.9% | +67.2% | +197.7% | +185.4% |
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