+75.0%
PFG vs RACE
+28.1%
+46.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -0.6% | +5.1% | -5.7% | -1.4% |
| 30D | +2.0% | +7.7% | -5.7% | +0.8% |
| 3M | -3.2% | +2.2% | -5.3% | -3.6% |
| 6M | +10.9% | +23.8% | -12.8% | +6.9% |
| YTD | +28.8% | +13.9% | +14.9% | +25.4% |
| 1Y | +39.2% | +3.8% | +35.4% | +37.6% |
| 3Y | +75.0% | +28.0% | +47.0% | +69.9% |
| All | +75.0% | +28.1% | +46.9% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling