+65.9%
ICE vs PTC
+32.2%
+33.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +12.9% | +0.8% | +12.1% | +12.8% |
| 3M | +15.4% | +32.1% | -16.7% | +9.8% |
| 6M | +13.1% | +42.6% | -29.5% | +5.3% |
| YTD | +7.5% | +12.0% | -4.5% | +4.5% |
| 1Y | +18.3% | +12.2% | +6.2% | +15.1% |
| 3Y | +65.9% | +31.2% | +34.7% | +46.2% |
| All | +65.9% | +32.2% | +33.7% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling