+256.9%
PFE vs ICE
+2,506.4%
-2,249.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.7% | +2.0% | -5.7% | -4.1% |
| 30D | +5.0% | +12.9% | -7.9% | +2.1% |
| 3M | +12.2% | +15.4% | -3.2% | +8.5% |
| 6M | +14.6% | +13.1% | +1.5% | +11.1% |
| YTD | +24.1% | +7.5% | +16.7% | +21.4% |
| 1Y | +26.6% | +18.3% | +8.2% | +21.1% |
| 3Y | +14.3% | +65.9% | -51.6% | +0.8% |
| 5Y | -21.9% | +35.2% | -57.1% | -28.5% |
| 10Y | +62.6% | +266.7% | -204.1% | +18.9% |
| All | +256.9% | +2,506.4% | -2,249.5% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling