+40.6%
ICE vs PPL
+48.6%
-8.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +12.9% | +4.3% | +8.6% | +10.9% |
| 3M | +17.5% | +2.9% | +14.6% | +16.0% |
| 6M | +14.0% | +1.1% | +12.9% | +13.2% |
| YTD | +10.0% | +4.5% | +5.6% | +7.3% |
| 1Y | +19.5% | +0.1% | +19.4% | +18.7% |
| 3Y | +66.8% | +55.7% | +11.1% | +33.8% |
| All | +40.6% | +48.6% | -8.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling