+109.2%
PCAR vs RACE
+65.1%
+44.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.9% |
| 7D | +2.2% | +5.7% | -3.5% | +0.5% |
| 30D | -4.4% | +9.3% | -13.7% | -6.9% |
| 3M | -21.4% | +3.8% | -25.3% | -22.4% |
| 6M | -7.3% | +29.8% | -37.1% | -14.8% |
| YTD | -3.8% | +15.6% | -19.4% | -8.8% |
| 1Y | +6.3% | +5.1% | +1.2% | +3.6% |
| 3Y | +34.4% | +30.8% | +3.6% | +15.8% |
| 5Y | +109.2% | +67.4% | +41.8% | +51.7% |
| All | +109.2% | +65.1% | +44.1% | +51.7% |
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