-16.0%
PCG vs RACE
+10.6%
-26.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | +0.4% |
| 7D | +1.9% | +9.9% | -8.0% | +0.9% |
| 30D | +8.5% | +12.8% | -4.3% | +7.2% |
| 3M | -22.9% | +7.4% | -30.3% | -23.8% |
| 6M | -16.8% | +27.6% | -44.4% | -20.3% |
| YTD | -15.8% | +18.4% | -34.2% | -20.0% |
| 1Y | -16.0% | +9.5% | -25.5% | -19.4% |
| All | -16.0% | +10.6% | -26.5% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling