+359.6%
PG vs ICE
+2,273.5%
-1,913.9%
-39.0%
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 | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | +0.8% | +4.0% | -3.2% | +0.1% |
| 3M | -1.3% | +13.7% | -15.0% | -3.6% |
| 6M | -3.8% | +0.9% | -4.8% | -4.2% |
| YTD | +3.6% | -2.1% | +5.8% | +3.5% |
| 1Y | -5.7% | -9.5% | +3.8% | -4.6% |
| 3Y | +1.6% | +42.1% | -40.5% | -5.2% |
| 5Y | +14.6% | +41.4% | -26.8% | +6.4% |
| 10Y | +121.2% | +216.7% | -95.5% | +80.2% |
| All | +359.6% | +2,273.5% | -1,913.9% | +193.6% |
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 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