+19.3%
PH vs RACE
+10.6%
+8.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -7.9% | -4.5% |
| 7D | -0.2% | +9.9% | -10.1% | -2.2% |
| 30D | -6.7% | +12.8% | -19.5% | -9.1% |
| 3M | -8.1% | +7.4% | -15.5% | -9.7% |
| 6M | +5.3% | +27.6% | -22.3% | -1.0% |
| YTD | +4.2% | +18.4% | -14.2% | -1.2% |
| 1Y | +19.3% | +9.5% | +9.8% | +16.4% |
| All | +19.3% | +10.6% | +8.8% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling