+97.8%
PEP vs RACE
+658.9%
-561.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +2.9% | +5.1% | -2.2% | +2.0% |
| 30D | +14.2% | +7.7% | +6.5% | +12.7% |
| 3M | +3.2% | +2.2% | +1.0% | +2.7% |
| 6M | -7.4% | +23.8% | -31.2% | -11.2% |
| YTD | +1.5% | +13.9% | -12.4% | -1.5% |
| 1Y | +3.9% | +3.8% | +0.1% | +2.4% |
| 3Y | -5.5% | +28.0% | -33.6% | -13.1% |
| 5Y | +0.1% | +64.9% | -64.8% | -14.4% |
| 10Y | +82.1% | +780.4% | -698.3% | +17.9% |
| All | +97.8% | +658.9% | -561.1% | +25.3% |
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