+28.3%
PENG vs RACE
+65.1%
-36.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.3% | -20.7% | -21.7% |
| 7D | -36.7% | +5.7% | -42.4% | -38.5% |
| 30D | -42.0% | +9.3% | -51.3% | -44.8% |
| 3M | -33.2% | +3.8% | -37.0% | -34.7% |
| 6M | +2.1% | +29.8% | -27.7% | -12.8% |
| YTD | +90.3% | +15.6% | +74.7% | +71.8% |
| 1Y | +67.7% | +5.1% | +62.6% | +59.7% |
| 3Y | +154.2% | +30.8% | +123.4% | +94.3% |
| 5Y | +28.3% | +67.4% | -39.1% | -23.5% |
| All | +28.3% | +65.1% | -36.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling