-19.4%
PCG vs RACE
+30.0%
-49.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.9% |
| 7D | 0.0% | +5.7% | -5.7% | -1.0% |
| 30D | +5.8% | +9.3% | -3.4% | +4.2% |
| 3M | -22.8% | +3.8% | -26.6% | -23.5% |
| 6M | -18.4% | +29.8% | -48.2% | -23.0% |
| YTD | -16.9% | +15.6% | -32.5% | -20.0% |
| 1Y | -17.6% | +5.1% | -22.7% | -19.2% |
| All | -19.4% | +30.0% | -49.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling