-76.5%
PCG vs ICE
+258.3%
-334.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.2% |
| 7D | -2.0% | +2.2% | -4.2% | -3.1% |
| 30D | -2.7% | +13.7% | -16.4% | -9.2% |
| 3M | -25.1% | +17.9% | -43.0% | -31.5% |
| 6M | -22.3% | +15.0% | -37.3% | -28.3% |
| YTD | -18.5% | +10.9% | -29.4% | -24.3% |
| 1Y | -21.8% | +17.0% | -38.8% | -29.7% |
| 3Y | -21.0% | +68.2% | -89.2% | -43.4% |
| 5Y | +8.1% | +40.4% | -32.3% | -15.2% |
| All | -76.5% | +258.3% | -334.8% | -86.3% |
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