+259.4%
PFG vs RACE
+647.6%
-388.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | +5.5% | -2.5% | +8.0% | +6.7% |
| 30D | +2.4% | +0.8% | +1.6% | +1.9% |
| 3M | +13.6% | +17.2% | -3.6% | +5.3% |
| 6M | +27.9% | +13.6% | +14.3% | +19.5% |
| YTD | +35.6% | +12.2% | +23.3% | +26.4% |
| 1Y | +48.5% | -16.3% | +64.7% | +56.3% |
| 3Y | +66.9% | +36.4% | +30.4% | +31.3% |
| 5Y | +111.0% | +95.0% | +16.0% | +33.9% |
| 10Y | +244.5% | +813.2% | -568.7% | +7.2% |
| All | +259.4% | +647.6% | -388.2% | +5.0% |
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