+843.8%
PM vs ICE
+712.0%
+131.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.2% | +2.0% | -7.3% | -5.7% |
| 30D | +2.7% | +12.9% | -10.2% | -0.4% |
| 3M | +6.1% | +15.4% | -9.3% | +2.3% |
| 6M | +18.0% | +13.1% | +4.9% | +14.2% |
| YTD | +26.6% | +7.5% | +19.1% | +23.7% |
| 1Y | +36.7% | +18.3% | +18.3% | +30.4% |
| 3Y | +146.0% | +65.9% | +80.1% | +115.8% |
| 5Y | +164.1% | +35.2% | +128.9% | +140.8% |
| 10Y | +238.8% | +266.7% | -27.9% | +143.2% |
| All | +843.8% | +712.0% | +131.8% | +385.3% |
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