+9.3%
PCG vs ICE
+40.5%
-31.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.2% | +3.6% | -1.5% | +1.0% |
| 30D | +0.8% | +15.1% | -14.3% | -3.9% |
| 3M | -23.8% | +15.4% | -39.2% | -27.4% |
| 6M | -19.6% | +16.1% | -35.7% | -23.7% |
| YTD | -16.7% | +11.4% | -28.1% | -20.5% |
| 1Y | -19.4% | +18.5% | -37.8% | -25.0% |
| 3Y | -18.3% | +70.5% | -88.8% | -34.6% |
| All | +9.3% | +40.5% | -31.2% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling