+3.7%
PEP vs ICE
+21.0%
-17.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.4% | +3.4% |
| 7D | +7.4% | +12.2% | -4.8% | +5.6% |
| 30D | +13.3% | +15.0% | -1.6% | +11.2% |
| 3M | +3.5% | +17.6% | -14.1% | +1.2% |
| 6M | -5.9% | +12.6% | -18.5% | -9.9% |
| YTD | +2.3% | +9.1% | -6.9% | -4.3% |
| 1Y | +3.7% | +20.6% | -16.9% | -4.2% |
| All | +3.7% | +21.0% | -17.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling