+3.0%
PG vs RACE
+39.3%
-36.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -0.1% | -1.5% | +1.4% | 0.0% |
| 3M | +1.1% | +15.5% | -14.4% | -0.4% |
| 6M | -3.8% | +17.3% | -21.1% | -5.5% |
| YTD | +3.8% | +11.1% | -7.3% | +2.4% |
| 1Y | -5.8% | -14.3% | +8.5% | -5.6% |
| 3Y | +3.0% | +40.2% | -37.1% | -2.3% |
| All | +3.0% | +39.3% | -36.2% | -2.3% |
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