+50.7%
PFE vs RACE
+741.5%
-690.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | -3.9% | +0.9% | -2.2% |
| 30D | +5.2% | +6.8% | -1.6% | +3.7% |
| 3M | +12.2% | +1.3% | +10.9% | +11.8% |
| 6M | +17.8% | +26.3% | -8.5% | +11.7% |
| YTD | +26.2% | +13.8% | +12.4% | +21.8% |
| 1Y | +23.2% | -0.5% | +23.6% | +22.3% |
| 3Y | +21.3% | +25.6% | -4.4% | +12.2% |
| 5Y | -23.1% | +67.6% | -90.7% | -34.7% |
| 10Y | +50.7% | +724.7% | -674.0% | -1.3% |
| All | +50.7% | +741.5% | -690.8% | -1.3% |
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 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