+167.8%
PG vs RACE
+647.6%
-479.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.9% | -2.5% | +4.4% | +2.3% |
| 30D | -0.2% | +0.8% | -1.0% | -0.4% |
| 3M | +4.8% | +17.2% | -12.4% | +1.7% |
| 6M | -6.1% | +13.6% | -19.7% | -8.6% |
| YTD | +4.5% | +12.2% | -7.8% | +1.7% |
| 1Y | -5.3% | -16.3% | +11.0% | -3.2% |
| 3Y | +2.6% | +36.4% | -33.9% | -6.4% |
| 5Y | +15.6% | +95.0% | -79.4% | -3.5% |
| 10Y | +118.0% | +813.2% | -695.2% | +39.0% |
| All | +167.8% | +647.6% | -479.8% | +70.8% |
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