+125.1%
PM vs ICE
+42.0%
+83.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.9% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | -2.6% | +5.0% | -7.5% | -4.0% |
| 3M | +5.8% | +13.9% | -8.1% | +1.6% |
| 6M | +10.6% | -4.4% | +15.0% | +11.6% |
| YTD | +17.2% | -1.9% | +19.1% | +17.1% |
| 1Y | +17.6% | -8.1% | +25.8% | +19.8% |
| 3Y | +124.3% | +42.5% | +81.8% | +104.8% |
| 5Y | +125.1% | +40.6% | +84.4% | +94.9% |
| All | +125.1% | +42.0% | +83.1% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling