+40.0%
ICE vs PSKY
-71.2%
+111.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -5.3% | -6.0% | +0.6% | -4.9% |
| 30D | +3.0% | +10.7% | -7.6% | +2.3% |
| 3M | +11.4% | +1.2% | +10.3% | +11.3% |
| 6M | -2.0% | +1.5% | -3.5% | -2.4% |
| YTD | -3.1% | -21.8% | +18.6% | -2.0% |
| 1Y | -8.4% | -30.2% | +21.8% | -7.0% |
| 3Y | +40.7% | -20.1% | +60.8% | +38.4% |
| 5Y | +40.0% | -70.5% | +110.5% | +50.5% |
| All | +40.0% | -71.2% | +111.1% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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