+652.3%
PBR vs RACE
+817.8%
-165.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +0.3% | -2.6% | +3.0% | +1.4% |
| 30D | +17.5% | -1.1% | +18.6% | +17.9% |
| 3M | +20.9% | +12.5% | +8.4% | +14.2% |
| 6M | +20.2% | +17.4% | +2.8% | +10.3% |
| YTD | +84.3% | +10.1% | +74.2% | +72.3% |
| 1Y | +77.1% | -15.1% | +92.3% | +84.1% |
| 3Y | +100.8% | +38.9% | +61.9% | +54.1% |
| 5Y | +556.1% | +90.7% | +465.4% | +296.7% |
| All | +652.3% | +817.8% | -165.5% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling