+103.5%
PENG vs RACE
+36.9%
+66.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +7.2% |
| 7D | +4.5% | -2.5% | +7.1% | +5.6% |
| 30D | -7.1% | +0.8% | -7.9% | -7.5% |
| 3M | -27.3% | +17.2% | -44.4% | -32.4% |
| 6M | +169.6% | +13.6% | +156.0% | +153.0% |
| YTD | +164.6% | +12.2% | +152.4% | +148.6% |
| 1Y | +109.5% | -16.3% | +125.7% | +123.5% |
| All | +103.5% | +36.9% | +66.6% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling