-76.4%
PCG vs RACE
+741.5%
-817.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | -3.9% | +1.6% | -1.0% |
| 30D | -0.5% | +6.8% | -7.3% | -2.7% |
| 3M | -24.0% | +1.3% | -25.3% | -24.6% |
| 6M | -18.6% | +26.3% | -44.9% | -25.7% |
| YTD | -17.7% | +13.8% | -31.5% | -22.6% |
| 1Y | -20.0% | -0.5% | -19.6% | -21.2% |
| 3Y | -20.2% | +25.6% | -45.9% | -31.0% |
| 5Y | +8.4% | +67.6% | -59.2% | -19.0% |
| 10Y | -76.4% | +724.7% | -801.1% | -88.1% |
| All | -76.4% | +741.5% | -817.9% | -88.1% |
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