+49.2%
PENG vs RACE
+27.8%
+21.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.3% | -13.4% | -9.7% |
| 7D | -20.5% | +9.9% | -30.4% | -21.8% |
| 30D | -20.4% | +12.8% | -33.2% | -22.1% |
| 3M | -16.4% | +7.4% | -23.8% | -17.1% |
| 6M | +49.2% | +27.6% | +21.6% | +42.1% |
| All | +49.2% | +27.8% | +21.5% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling