+469.0%
PBR vs RACE
+67.1%
+401.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | -13.3% | +3.9% | -17.2% | -13.6% |
| 30D | -27.5% | +7.4% | -34.9% | -27.9% |
| 3M | +5.2% | +1.6% | +3.6% | +5.0% |
| 6M | -6.4% | +23.3% | -29.7% | -8.6% |
| YTD | +61.6% | +14.7% | +46.9% | +58.5% |
| 1Y | +48.9% | +2.5% | +46.3% | +48.8% |
| 3Y | +70.0% | +28.0% | +42.1% | +61.6% |
| 5Y | +469.0% | +69.8% | +399.2% | +426.1% |
| All | +469.0% | +67.1% | +401.9% | +426.1% |
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