-13.1%
PEP vs ICE
+47.5%
-60.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +0.2% | +7.6% | -7.4% | -1.3% |
| 3M | -1.1% | +13.9% | -15.1% | -4.0% |
| 6M | -13.5% | -2.4% | -11.1% | -14.0% |
| YTD | -1.2% | +0.3% | -1.4% | -3.0% |
| 1Y | -1.6% | -6.4% | +4.9% | -1.5% |
| All | -13.1% | +47.5% | -60.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling