-33.2%
PENG vs RACE
+3.9%
-37.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.3% | -20.7% | -22.0% |
| 7D | -36.7% | +5.7% | -42.4% | -36.6% |
| 30D | -42.0% | +9.3% | -51.3% | -42.3% |
| 3M | -33.2% | +3.8% | -37.0% | -32.6% |
| All | -33.2% | +3.9% | -37.1% | -32.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling