+649.6%
PAAS vs RACE
+647.6%
+2.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | +6.8% | +0.8% | +6.0% | +6.6% |
| 3M | -2.9% | +17.2% | -20.0% | -7.3% |
| 6M | -16.4% | +13.6% | -30.0% | -19.6% |
| YTD | 0.0% | +12.2% | -12.2% | -3.8% |
| 1Y | +54.3% | -16.3% | +70.6% | +60.2% |
| 3Y | +230.7% | +36.4% | +194.2% | +190.8% |
| 5Y | +111.6% | +95.0% | +16.7% | +65.4% |
| 10Y | +211.7% | +813.2% | -601.5% | +71.8% |
| All | +649.6% | +647.6% | +2.0% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling