+32.9%
PFE vs ICE
+216.5%
-183.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | +3.8% | +5.0% | -1.1% | +2.1% |
| 3M | +10.4% | +13.9% | -3.5% | +5.2% |
| 6M | +6.3% | -4.4% | +10.7% | +7.4% |
| YTD | +17.4% | -1.9% | +19.3% | +17.2% |
| 1Y | +21.1% | -8.1% | +29.3% | +23.6% |
| 3Y | -1.6% | +42.5% | -44.1% | -15.4% |
| 5Y | -22.2% | +40.6% | -62.8% | -33.9% |
| 10Y | +32.9% | +217.1% | -184.2% | -18.6% |
| All | +32.9% | +216.5% | -183.7% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling