+2.0%
PEP vs ICE
+37.1%
-35.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | +12.6% | +11.4% | +1.2% | +9.6% |
| 3M | +3.1% | +16.2% | -13.0% | -0.8% |
| 6M | -6.3% | +12.5% | -18.8% | -9.5% |
| YTD | +1.9% | +8.6% | -6.7% | -1.5% |
| 1Y | +3.3% | +18.4% | -15.1% | -2.7% |
| 3Y | -4.8% | +66.4% | -71.3% | -19.7% |
| 5Y | +2.0% | +37.2% | -35.2% | -10.2% |
| All | +2.0% | +37.1% | -35.1% | -10.2% |
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