+1.7%
PEP vs ICE
-7.9%
+9.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +0.7% | +5.0% | -4.3% | 0.0% |
| 3M | -0.5% | +13.9% | -14.4% | -2.5% |
| 6M | -11.3% | -4.4% | -6.9% | -13.6% |
| YTD | -0.6% | -1.9% | +1.3% | -4.3% |
| 1Y | +1.7% | -8.1% | +9.8% | -1.6% |
| All | +1.7% | -7.9% | +9.5% | -1.6% |
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