+16.8%
PM vs ICE
-8.7%
+25.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.4% |
| 3M | +4.9% | +11.0% | -6.1% | +1.5% |
| 6M | +9.0% | -5.0% | +14.0% | +9.6% |
| YTD | +17.8% | -2.7% | +20.5% | +17.6% |
| 1Y | +16.8% | -8.6% | +25.4% | +17.1% |
| All | +16.8% | -8.7% | +25.5% | +17.1% |
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