+27.9%
PFE vs ICE
+18.6%
+9.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.8% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | +4.9% | +11.4% | -6.6% | +2.5% |
| 3M | +10.8% | +16.2% | -5.3% | +7.3% |
| 6M | +17.5% | +12.5% | +5.0% | +14.4% |
| YTD | +25.3% | +8.6% | +16.7% | +21.6% |
| All | +27.9% | +18.6% | +9.2% | +14.4% |
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 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