+522.0%
PENG vs RACE
+427.3%
+94.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +13.9% | +13.3% |
| 7D | -19.4% | +5.1% | -24.5% | -22.0% |
| 30D | -42.4% | +7.7% | -50.1% | -45.1% |
| 3M | -25.6% | +2.2% | -27.8% | -27.0% |
| 6M | +7.3% | +23.8% | -16.5% | -8.0% |
| YTD | +113.9% | +13.9% | +100.0% | +91.2% |
| 1Y | +93.6% | +3.8% | +89.8% | +83.3% |
| 3Y | +170.2% | +28.0% | +142.2% | +106.9% |
| 5Y | +44.2% | +64.9% | -20.7% | -10.8% |
| All | +522.0% | +427.3% | +94.7% | +67.0% |
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