+21.1%
PFE vs ICE
-7.9%
+29.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | +3.8% | +5.0% | -1.1% | +2.8% |
| 3M | +10.4% | +13.9% | -3.5% | +7.3% |
| 6M | +6.3% | -4.4% | +10.7% | +6.8% |
| YTD | +17.4% | -1.9% | +19.3% | +17.2% |
| 1Y | +21.1% | -8.1% | +29.3% | +19.1% |
| All | +21.1% | -7.9% | +29.0% | +19.1% |
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