+3.9%
PEP vs ICE
+42.0%
-38.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.3% |
| 30D | +0.7% | +5.0% | -4.3% | -0.6% |
| 3M | -0.5% | +13.9% | -14.4% | -3.9% |
| 6M | -11.3% | -4.4% | -6.9% | -10.8% |
| YTD | -0.6% | -1.9% | +1.3% | -1.3% |
| 1Y | +1.7% | -8.1% | +9.8% | +2.8% |
| 3Y | -12.5% | +42.5% | -55.0% | -23.0% |
| 5Y | +3.9% | +40.6% | -36.7% | -11.7% |
| All | +3.9% | +42.0% | -38.1% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling