+619.0%
PENG vs RACE
+448.0%
+170.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.3% | -13.4% | -11.8% |
| 7D | -20.5% | +9.9% | -30.4% | -25.3% |
| 30D | -20.4% | +12.8% | -33.2% | -26.6% |
| 3M | -16.4% | +7.4% | -23.8% | -20.7% |
| 6M | +49.2% | +27.6% | +21.6% | +24.7% |
| YTD | +147.2% | +18.4% | +128.8% | +115.0% |
| 1Y | +124.7% | +9.5% | +115.1% | +104.9% |
| 3Y | +230.3% | +33.9% | +196.4% | +144.9% |
| 5Y | +71.4% | +74.9% | -3.5% | +1.7% |
| All | +619.0% | +448.0% | +170.9% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling