+713.9%
PH vs RACE
+740.2%
-26.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +0.3% | +6.6% | -6.4% | -3.0% |
| 3M | -8.8% | +2.2% | -11.0% | -10.3% |
| 6M | +10.0% | +22.4% | -12.3% | -2.1% |
| YTD | +10.5% | +13.8% | -3.3% | +1.0% |
| 1Y | +15.5% | +2.2% | +13.3% | +11.5% |
| 3Y | +136.4% | +25.6% | +110.7% | +91.5% |
| 5Y | +213.6% | +71.0% | +142.6% | +107.5% |
| 10Y | +713.9% | +739.1% | -25.2% | +162.1% |
| All | +713.9% | +740.2% | -26.3% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling