+3.3%
PEP vs RACE
+67.5%
-64.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +6.7% | +5.7% | +1.0% | +6.0% |
| 30D | +13.5% | +9.3% | +4.2% | +12.3% |
| 3M | +3.9% | +3.8% | +0.1% | +3.4% |
| 6M | -6.0% | +29.8% | -35.8% | -8.9% |
| YTD | +2.5% | +15.6% | -13.2% | +0.4% |
| 1Y | +3.9% | +5.1% | -1.1% | +2.9% |
| 3Y | -4.7% | +30.8% | -35.4% | -11.5% |
| All | +3.3% | +67.5% | -64.2% | -12.9% |
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