+3.2%
PEP vs ICE
+21.8%
-18.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | +1.1% | +3.2% | -2.2% | +0.5% |
| 30D | +13.6% | +14.7% | -1.1% | +11.3% |
| 3M | +5.1% | +19.8% | -14.7% | +2.4% |
| 6M | -1.6% | +15.2% | -16.8% | -6.4% |
| YTD | +3.3% | +12.7% | -9.3% | -3.7% |
| 1Y | +3.2% | +20.4% | -17.2% | -4.7% |
| All | +3.2% | +21.8% | -18.5% | -4.7% |
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