+763.1%
PM vs ICE
+657.6%
+105.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.5% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.4% | +7.6% | -11.0% | -5.2% |
| 3M | +5.2% | +13.9% | -8.8% | +1.7% |
| 6M | +3.7% | -2.4% | +6.1% | +4.1% |
| YTD | +15.8% | +0.3% | +15.5% | +15.2% |
| 1Y | +17.4% | -6.4% | +23.8% | +18.7% |
| 3Y | +116.9% | +43.1% | +73.8% | +97.5% |
| 5Y | +117.3% | +42.1% | +75.2% | +95.9% |
| 10Y | +193.8% | +220.9% | -27.2% | +117.7% |
| All | +763.1% | +657.6% | +105.6% | +351.9% |
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 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