+2,516.3%
ICE vs PTC
+1,232.4%
+1,283.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +11.4% | +0.7% | +10.7% | +11.1% |
| 3M | +16.2% | +32.6% | -16.4% | +1.5% |
| 6M | +12.5% | +33.6% | -21.1% | -3.0% |
| YTD | +8.6% | +12.4% | -3.9% | -0.2% |
| 1Y | +18.4% | +11.2% | +7.1% | +9.2% |
| 3Y | +66.4% | +31.7% | +34.7% | +38.2% |
| 5Y | +37.2% | +60.1% | -22.9% | +2.2% |
| 10Y | +244.8% | +317.2% | -72.3% | +44.4% |
| All | +2,516.3% | +1,232.4% | +1,283.8% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling