+89.7%
PEP vs ICE
+250.3%
-160.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.7% |
| 7D | +4.6% | +3.2% | +1.4% | +3.4% |
| 30D | +14.0% | +12.9% | +1.1% | +9.0% |
| 3M | +5.4% | +17.5% | -12.2% | -0.9% |
| 6M | -5.1% | +14.0% | -19.1% | -10.0% |
| YTD | +3.1% | +10.0% | -6.9% | -1.8% |
| 1Y | +4.8% | +19.5% | -14.8% | -3.5% |
| 3Y | -4.1% | +66.8% | -70.9% | -24.0% |
| 5Y | +3.0% | +40.3% | -37.4% | -13.4% |
| All | +89.7% | +250.3% | -160.6% | +20.8% |
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