-21.0%
PCG vs ICE
+65.6%
-86.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.6% | +2.0% | -3.6% | -2.1% |
| 30D | +1.4% | +12.9% | -11.5% | -2.0% |
| 3M | -23.4% | +15.4% | -38.8% | -26.4% |
| 6M | -19.4% | +13.1% | -32.5% | -22.1% |
| YTD | -18.5% | +7.5% | -26.0% | -20.8% |
| 1Y | -19.5% | +18.3% | -37.9% | -25.1% |
| 3Y | -21.0% | +65.9% | -86.9% | -40.2% |
| All | -21.0% | +65.6% | -86.6% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling