+94.6%
PBR vs RACE
+40.8%
+53.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.8% |
| 7D | +8.6% | -2.5% | +11.1% | +8.7% |
| 30D | +12.8% | +0.8% | +12.0% | +12.8% |
| 3M | +14.7% | +17.2% | -2.5% | +13.5% |
| 6M | +25.2% | +13.6% | +11.6% | +24.2% |
| YTD | +77.1% | +12.2% | +64.9% | +75.6% |
| 1Y | +69.6% | -16.3% | +85.8% | +76.1% |
| All | +94.6% | +40.8% | +53.8% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling