+2,476.4%
ICE vs PSKY
-42.2%
+2,518.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +7.6% | +24.0% | -16.4% | +1.6% |
| 3M | +13.9% | +2.2% | +11.8% | +12.8% |
| 6M | -2.4% | -9.0% | +6.6% | -1.1% |
| YTD | +0.3% | -18.1% | +18.4% | +3.4% |
| 1Y | -6.4% | -25.1% | +18.7% | -2.9% |
| 3Y | +43.1% | -16.3% | +59.4% | +29.3% |
| 5Y | +42.1% | -70.4% | +112.5% | +63.6% |
| 10Y | +220.9% | -74.2% | +295.1% | +208.3% |
| All | +2,476.4% | -42.2% | +2,518.7% | +1,439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling