+92.6%
PEP vs RACE
+647.6%
-555.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.3% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | +0.2% | +0.8% | -0.5% | +0.1% |
| 3M | -1.1% | +17.2% | -18.3% | -4.0% |
| 6M | -13.5% | +13.6% | -27.1% | -15.8% |
| YTD | -1.2% | +12.2% | -13.4% | -3.8% |
| 1Y | -1.6% | -16.3% | +14.7% | +0.6% |
| 3Y | -12.5% | +36.4% | -49.0% | -20.8% |
| 5Y | +3.0% | +95.0% | -91.9% | -15.3% |
| 10Y | +73.9% | +813.2% | -739.3% | +12.3% |
| All | +92.6% | +647.6% | -555.0% | +22.4% |
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