+294.0%
PCAR vs RACE
+740.1%
-446.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | +0.1% | +5.1% | -5.0% | -1.6% |
| 30D | -4.6% | +7.7% | -12.3% | -7.0% |
| 3M | -22.6% | +2.2% | -24.7% | -23.3% |
| 6M | -12.0% | +23.8% | -35.7% | -18.7% |
| YTD | -6.1% | +13.9% | -20.0% | -11.2% |
| 1Y | +6.3% | +3.8% | +2.5% | +3.7% |
| 3Y | +31.8% | +28.0% | +3.8% | +14.2% |
| 5Y | +104.2% | +64.9% | +39.2% | +56.3% |
| All | +294.0% | +740.1% | -446.1% | +87.8% |
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