+701.2%
ICE vs PSLV
+120.6%
+580.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | -0.9% | +3.3% | -4.2% | -1.1% |
| 30D | +4.0% | +2.1% | +1.8% | +3.8% |
| 3M | +11.0% | +7.1% | +3.8% | +10.2% |
| 6M | -5.0% | -21.6% | +16.6% | -3.6% |
| YTD | -2.7% | -6.7% | +4.0% | -3.8% |
| 1Y | -8.6% | +59.3% | -67.9% | -14.2% |
| 3Y | +41.4% | +182.1% | -140.7% | +25.1% |
| 5Y | +39.9% | +162.6% | -122.8% | +23.7% |
| 10Y | +214.9% | +203.0% | +11.9% | +170.7% |
| All | +701.2% | +120.6% | +580.6% | +548.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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