+347.3%
PCAR vs RACE
+670.3%
-323.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.8% |
| 7D | +2.2% | +5.7% | -3.5% | +0.3% |
| 30D | -4.4% | +9.3% | -13.7% | -7.3% |
| 3M | -21.4% | +3.8% | -25.3% | -22.5% |
| 6M | -7.3% | +29.8% | -37.1% | -15.7% |
| YTD | -3.8% | +15.6% | -19.4% | -9.4% |
| 1Y | +6.3% | +5.1% | +1.2% | +3.2% |
| 3Y | +34.4% | +30.8% | +3.6% | +16.2% |
| 5Y | +109.2% | +67.4% | +41.8% | +61.2% |
| 10Y | +312.9% | +793.6% | -480.7% | +77.4% |
| All | +347.3% | +670.3% | -323.0% | +77.1% |
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 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