+79.1%
PEP vs ICE
+215.5%
-136.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | +0.3% | +4.0% | -3.7% | -1.2% |
| 3M | -3.2% | +11.0% | -14.2% | -7.0% |
| 6M | -13.6% | -5.0% | -8.6% | -12.4% |
| YTD | -1.9% | -2.7% | +0.8% | -2.1% |
| 1Y | -0.6% | -8.6% | +8.0% | +1.4% |
| 3Y | -13.6% | +41.4% | -54.9% | -26.9% |
| 5Y | +3.2% | +39.9% | -36.6% | -13.9% |
| 10Y | +79.1% | +214.9% | -135.8% | +22.0% |
| All | +79.1% | +215.5% | -136.4% | +22.0% |
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