-71.4%
PCG vs RACE
+647.6%
-719.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.0% |
| 7D | -13.9% | -2.5% | -11.3% | -13.3% |
| 30D | -16.9% | +0.8% | -17.6% | -17.3% |
| 3M | -14.7% | +17.2% | -31.9% | -19.3% |
| 6M | -23.8% | +13.6% | -37.4% | -27.5% |
| YTD | -10.5% | +12.2% | -22.7% | -14.8% |
| 1Y | -5.1% | -16.3% | +11.1% | -1.6% |
| 3Y | -11.6% | +36.4% | -48.0% | -24.0% |
| 5Y | +59.0% | +95.0% | -36.0% | +18.4% |
| 10Y | -75.7% | +813.2% | -889.0% | -86.0% |
| All | -71.4% | +647.6% | -719.0% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling