+119.0%
PAAS vs RACE
+93.6%
+25.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | +6.8% | +0.8% | +6.0% | +6.6% |
| 3M | -2.9% | +17.2% | -20.0% | -8.0% |
| 6M | -16.4% | +13.6% | -30.0% | -20.2% |
| YTD | 0.0% | +12.2% | -12.2% | -4.6% |
| 1Y | +54.3% | -16.3% | +70.6% | +61.2% |
| 3Y | +230.7% | +36.4% | +194.2% | +172.9% |
| All | +119.0% | +93.6% | +25.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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