-76.5%
PCG vs RACE
+717.8%
-794.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.2% |
| 7D | -2.0% | -4.0% | +2.0% | -0.6% |
| 30D | -2.7% | +3.5% | -6.2% | -3.9% |
| 3M | -25.1% | -0.4% | -24.6% | -25.3% |
| 6M | -22.3% | +23.2% | -45.5% | -28.5% |
| YTD | -18.5% | +11.0% | -29.5% | -22.7% |
| 1Y | -21.8% | -2.2% | -19.6% | -22.5% |
| 3Y | -21.0% | +22.5% | -43.6% | -31.2% |
| 5Y | +8.1% | +63.2% | -55.1% | -18.5% |
| All | -76.5% | +717.8% | -794.3% | -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