+16.0%
PCG vs RACE
+65.1%
-49.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.7% |
| 7D | 0.0% | +5.7% | -5.7% | -1.5% |
| 30D | +5.8% | +9.3% | -3.4% | +3.4% |
| 3M | -22.8% | +3.8% | -26.6% | -23.8% |
| 6M | -18.4% | +29.8% | -48.2% | -24.9% |
| YTD | -16.9% | +15.6% | -32.5% | -21.2% |
| 1Y | -17.6% | +5.1% | -22.7% | -19.7% |
| 3Y | -20.0% | +30.8% | -50.8% | -31.2% |
| 5Y | +16.0% | +67.4% | -51.4% | -16.4% |
| All | +16.0% | +65.1% | -49.1% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling