+91.3%
PEP vs RACE
+717.8%
-626.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -0.3% | -4.0% | +3.7% | +0.5% |
| 30D | +11.8% | +3.5% | +8.2% | +11.0% |
| 3M | +3.7% | -0.4% | +4.1% | +3.6% |
| 6M | -4.3% | +23.2% | -27.5% | -8.3% |
| YTD | +2.1% | +11.0% | -8.8% | -0.6% |
| 1Y | +2.5% | -2.2% | +4.7% | +2.2% |
| 3Y | -5.0% | +22.5% | -27.6% | -12.7% |
| 5Y | +2.9% | +63.2% | -60.3% | -13.5% |
| All | +91.3% | +717.8% | -626.6% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling