+53.6%
PFE vs RACE
+670.3%
-616.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.5% |
| 7D | -0.2% | +5.7% | -5.9% | -1.3% |
| 30D | +8.7% | +9.3% | -0.6% | +6.8% |
| 3M | +15.8% | +3.8% | +11.9% | +14.8% |
| 6M | +16.8% | +29.8% | -13.0% | +10.6% |
| YTD | +26.2% | +15.6% | +10.6% | +21.8% |
| 1Y | +29.9% | +5.1% | +24.9% | +27.7% |
| 3Y | +15.9% | +30.8% | -14.9% | +7.2% |
| 5Y | -20.6% | +67.4% | -88.0% | -31.5% |
| 10Y | +65.4% | +793.6% | -728.3% | +8.3% |
| All | +53.6% | +670.3% | -616.7% | +1.7% |
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 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