+211.8%
PM vs ICE
+215.5%
-3.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -0.2% | +4.0% | -4.1% | -1.7% |
| 3M | +4.9% | +11.0% | -6.1% | +0.8% |
| 6M | +9.0% | -5.0% | +14.0% | +10.7% |
| YTD | +17.8% | -2.7% | +20.5% | +18.1% |
| 1Y | +16.8% | -8.6% | +25.4% | +19.7% |
| 3Y | +125.4% | +41.4% | +84.1% | +96.4% |
| 5Y | +128.7% | +39.9% | +88.8% | +96.0% |
| 10Y | +211.8% | +214.9% | -3.1% | +124.4% |
| All | +211.8% | +215.5% | -3.7% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling