+71.3%
PAAS vs RACE
+65.1%
+6.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.4% |
| 7D | -0.4% | +5.7% | -6.1% | -2.2% |
| 30D | -11.6% | +9.3% | -20.9% | -14.3% |
| 3M | -15.6% | +3.8% | -19.4% | -16.7% |
| 6M | -19.1% | +29.8% | -48.9% | -26.2% |
| YTD | -20.9% | +15.6% | -36.6% | -25.4% |
| 1Y | +21.3% | +5.1% | +16.2% | +17.9% |
| 3Y | +177.4% | +30.8% | +146.6% | +133.4% |
| 5Y | +71.3% | +67.4% | +3.9% | +19.2% |
| All | +71.3% | +65.1% | +6.2% | +19.2% |
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