+113.2%
PFG vs RACE
+93.6%
+19.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | +5.5% | -2.5% | +8.0% | +6.3% |
| 30D | +2.4% | +0.8% | +1.6% | +2.0% |
| 3M | +13.6% | +17.2% | -3.6% | +7.9% |
| 6M | +27.9% | +13.6% | +14.3% | +22.1% |
| YTD | +35.6% | +12.2% | +23.3% | +29.4% |
| 1Y | +48.5% | -16.3% | +64.7% | +55.2% |
| 3Y | +66.9% | +36.4% | +30.4% | +35.7% |
| All | +113.2% | +93.6% | +19.6% | +42.4% |
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