+264.9%
ICE vs PTC
+312.5%
-47.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | +15.1% | +1.2% | +13.9% | +14.7% |
| 3M | +15.4% | +27.4% | -12.0% | +7.2% |
| 6M | +16.1% | +39.2% | -23.1% | +4.7% |
| YTD | +11.4% | +12.5% | -1.2% | +6.0% |
| 1Y | +18.5% | +12.3% | +6.2% | +12.8% |
| 3Y | +70.5% | +28.8% | +41.7% | +52.4% |
| 5Y | +40.9% | +60.9% | -20.0% | +16.3% |
| All | +264.9% | +312.5% | -47.6% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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