+247.5%
PFG vs RACE
+670.3%
-422.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.8% |
| 7D | -0.7% | +5.7% | -6.4% | -3.0% |
| 30D | +2.8% | +9.3% | -6.4% | -1.0% |
| 3M | -1.0% | +3.8% | -4.9% | -2.9% |
| 6M | +13.6% | +29.8% | -16.2% | +0.3% |
| YTD | +31.1% | +15.6% | +15.5% | +20.5% |
| 1Y | +43.8% | +5.1% | +38.7% | +37.9% |
| 3Y | +75.0% | +30.8% | +44.2% | +41.3% |
| 5Y | +95.2% | +67.4% | +27.8% | +35.0% |
| 10Y | +207.5% | +793.6% | -586.1% | -3.4% |
| All | +247.5% | +670.3% | -422.8% | +0.2% |
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