+17.4%
PM vs ICE
-7.2%
+24.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.3% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -3.4% | +7.6% | -11.0% | -5.6% |
| 3M | +5.2% | +13.9% | -8.8% | +1.0% |
| 6M | +3.7% | -2.4% | +6.1% | +3.4% |
| YTD | +15.8% | +0.3% | +15.5% | +14.6% |
| 1Y | +17.4% | -6.4% | +23.8% | +18.8% |
| All | +17.4% | -7.2% | +24.5% | +18.8% |
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