-20.7%
PFE vs RACE
+93.6%
-114.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +1.8% | -2.5% | +4.3% | +2.2% |
| 30D | +10.2% | +0.8% | +9.5% | +10.1% |
| 3M | +12.7% | +17.2% | -4.5% | +9.4% |
| 6M | +10.5% | +13.6% | -3.0% | +7.6% |
| YTD | +20.2% | +12.2% | +7.9% | +17.0% |
| 1Y | +24.1% | -16.3% | +40.3% | +26.7% |
| 3Y | -3.6% | +36.4% | -40.0% | -10.8% |
| All | -20.7% | +93.6% | -114.3% | -37.7% |
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