-34.3%
PCG vs ICE
+2,331.7%
-2,366.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.5% | +2.9% |
| 7D | -13.9% | -0.7% | -13.2% | -13.7% |
| 30D | -16.9% | +7.6% | -24.5% | -18.1% |
| 3M | -14.7% | +13.9% | -28.7% | -17.1% |
| 6M | -23.8% | -2.4% | -21.5% | -23.6% |
| YTD | -10.5% | +0.3% | -10.8% | -11.0% |
| 1Y | -5.1% | -6.4% | +1.3% | -4.4% |
| 3Y | -11.6% | +43.1% | -54.7% | -18.5% |
| 5Y | +59.0% | +42.1% | +16.9% | +46.0% |
| 10Y | -75.7% | +220.9% | -296.7% | -80.4% |
| All | -34.3% | +2,331.7% | -2,366.1% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling