+197.9%
PFG vs RACE
+738.3%
-540.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.8% |
| 7D | +2.3% | +3.9% | -1.6% | +0.7% |
| 30D | +7.6% | +7.4% | +0.2% | +4.4% |
| 3M | +2.5% | +1.6% | +0.9% | +1.6% |
| 6M | +16.6% | +23.3% | -6.7% | +5.3% |
| YTD | +34.1% | +14.7% | +19.4% | +23.8% |
| 1Y | +44.1% | +2.5% | +41.5% | +39.8% |
| 3Y | +86.3% | +28.0% | +58.3% | +50.9% |
| 5Y | +101.6% | +69.8% | +31.8% | +36.1% |
| 10Y | +197.9% | +734.9% | -537.0% | +7.8% |
| All | +197.9% | +738.3% | -540.4% | +7.8% |
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