+93.6%
PENG vs RACE
+3.3%
+90.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +13.9% | +12.8% |
| 7D | -19.4% | +5.1% | -24.5% | -20.4% |
| 30D | -42.4% | +7.7% | -50.1% | -43.5% |
| 3M | -25.6% | +2.2% | -27.8% | -25.9% |
| 6M | +7.3% | +23.8% | -16.5% | -0.2% |
| YTD | +113.9% | +13.9% | +100.0% | +97.4% |
| 1Y | +93.6% | +3.8% | +89.8% | +77.5% |
| All | +93.6% | +3.3% | +90.3% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling