+278.2%
PCAR vs RACE
+740.2%
-462.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -2.0% | +6.6% | -8.6% | -4.1% |
| 3M | -19.1% | +2.2% | -21.3% | -19.8% |
| 6M | -6.8% | +22.4% | -29.2% | -13.6% |
| YTD | -2.5% | +13.8% | -16.3% | -7.8% |
| 1Y | +9.7% | +2.2% | +7.4% | +7.5% |
| 3Y | +34.0% | +25.6% | +8.3% | +16.8% |
| 5Y | +113.3% | +71.0% | +42.4% | +60.9% |
| 10Y | +278.2% | +739.1% | -460.9% | +68.1% |
| All | +278.2% | +740.2% | -462.0% | +68.1% |
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 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