+1,384.2%
PBR vs RACE
+647.6%
+736.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | +8.6% | -2.5% | +11.1% | +9.7% |
| 30D | +12.8% | +0.8% | +12.0% | +12.3% |
| 3M | +14.7% | +17.2% | -2.5% | +5.8% |
| 6M | +25.2% | +13.6% | +11.6% | +15.6% |
| YTD | +77.1% | +12.2% | +64.9% | +63.0% |
| 1Y | +69.6% | -16.3% | +85.8% | +77.7% |
| 3Y | +95.6% | +36.4% | +59.1% | +49.2% |
| 5Y | +501.8% | +95.0% | +406.8% | +249.6% |
| 10Y | +640.6% | +813.2% | -172.7% | +52.0% |
| All | +1,384.2% | +647.6% | +736.6% | +150.4% |
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