+66.4%
PBR vs RACE
+24.7%
+41.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.3% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | -29.3% | +6.1% | -35.4% | -29.4% |
| 3M | +5.5% | -0.3% | +5.8% | +5.6% |
| 6M | -2.9% | +23.4% | -26.3% | -4.2% |
| YTD | +61.5% | +12.5% | +48.9% | +60.2% |
| 1Y | +46.9% | -0.5% | +47.3% | +48.6% |
| 3Y | +66.4% | +23.6% | +42.8% | +58.0% |
| All | +66.4% | +24.7% | +41.7% | +58.0% |
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