+209.3%
PG vs RACE
+639.5%
-430.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +0.6% | -4.0% | +4.6% | +1.3% |
| 30D | +10.5% | +3.5% | +7.0% | +9.8% |
| 3M | +17.4% | -0.4% | +17.8% | +17.4% |
| 6M | +18.4% | +23.2% | -4.7% | +13.7% |
| YTD | +20.7% | +11.0% | +9.7% | +17.7% |
| 1Y | +16.8% | -2.2% | +19.1% | +16.5% |
| 3Y | +20.1% | +22.5% | -2.4% | +12.1% |
| 5Y | +30.4% | +63.2% | -32.7% | +12.9% |
| 10Y | +163.7% | +704.3% | -540.6% | +71.1% |
| All | +209.3% | +639.5% | -430.1% | +97.5% |
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