+212.6%
PG vs RACE
+649.8%
-437.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | +9.2% | +6.1% | +3.1% | +8.0% |
| 3M | +18.5% | -0.3% | +18.8% | +18.4% |
| 6M | +21.1% | +23.4% | -2.4% | +16.2% |
| YTD | +21.9% | +12.5% | +9.4% | +18.6% |
| 1Y | +18.1% | -0.5% | +18.6% | +17.4% |
| 3Y | +20.6% | +23.6% | -3.1% | +12.4% |
| 5Y | +31.8% | +65.4% | -33.6% | +13.8% |
| 10Y | +166.5% | +715.5% | -549.0% | +72.5% |
| All | +212.6% | +649.8% | -437.2% | +99.1% |
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