+257.0%
PM vs ICE
+250.3%
+6.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.1% |
| 7D | -6.6% | +3.2% | -9.8% | -7.7% |
| 30D | -3.4% | +12.9% | -16.4% | -7.8% |
| 3M | +5.3% | +17.5% | -12.2% | -1.0% |
| 6M | +15.5% | +14.0% | +1.5% | +9.7% |
| YTD | +24.3% | +10.0% | +14.2% | +18.9% |
| 1Y | +29.7% | +19.5% | +10.2% | +20.2% |
| 3Y | +144.9% | +66.8% | +78.1% | +100.1% |
| 5Y | +159.0% | +40.3% | +118.7% | +122.8% |
| All | +257.0% | +250.3% | +6.7% | +135.8% |
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 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