-76.0%
PCG vs ICE
+223.5%
-299.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.5% | +3.5% |
| 7D | -13.9% | -0.7% | -13.2% | -13.5% |
| 30D | -16.9% | +7.6% | -24.5% | -19.9% |
| 3M | -14.7% | +13.9% | -28.7% | -20.5% |
| 6M | -23.8% | -2.4% | -21.5% | -23.3% |
| YTD | -10.5% | +0.3% | -10.8% | -12.0% |
| 1Y | -5.1% | -6.4% | +1.3% | -3.3% |
| 3Y | -11.6% | +43.1% | -54.7% | -30.3% |
| 5Y | +59.0% | +42.1% | +16.9% | +22.5% |
| All | -76.0% | +223.5% | -299.4% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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