+826.4%
PM vs ICE
+731.2%
+95.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.3% |
| 7D | -6.6% | +3.2% | -9.8% | -7.3% |
| 30D | -3.4% | +12.9% | -16.4% | -6.4% |
| 3M | +5.3% | +17.5% | -12.2% | +1.0% |
| 6M | +15.5% | +14.0% | +1.5% | +11.6% |
| YTD | +24.3% | +10.0% | +14.2% | +20.7% |
| 1Y | +29.7% | +19.5% | +10.2% | +23.4% |
| 3Y | +144.9% | +66.8% | +78.1% | +114.6% |
| 5Y | +159.0% | +40.3% | +118.7% | +134.0% |
| 10Y | +250.9% | +249.7% | +1.2% | +154.4% |
| All | +826.4% | +731.2% | +95.2% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling