+40.6%
ICE vs PTC
+1.8%
+38.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.7% |
| 7D | -1.2% | -12.8% | +11.6% | +2.5% |
| 30D | +5.0% | -9.8% | +14.7% | +7.8% |
| 3M | +13.9% | -2.1% | +15.9% | +13.7% |
| 6M | -4.4% | -18.1% | +13.7% | +0.2% |
| YTD | -1.9% | -23.5% | +21.6% | +4.6% |
| 1Y | -8.1% | -37.4% | +29.2% | +3.2% |
| 3Y | +42.5% | -7.2% | +49.7% | +36.9% |
| 5Y | +40.6% | +2.7% | +38.0% | +27.1% |
| All | +40.6% | +1.8% | +38.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling