+710.0%
PH vs RACE
+741.5%
-31.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | -3.9% | +10.7% | +9.0% |
| 30D | +1.7% | +6.8% | -5.1% | -1.8% |
| 3M | -8.1% | +1.3% | -9.5% | -9.2% |
| 6M | +11.5% | +26.3% | -14.8% | -2.3% |
| YTD | +11.4% | +13.8% | -2.4% | +1.8% |
| 1Y | +14.1% | -0.5% | +14.5% | +11.7% |
| 3Y | +138.2% | +25.6% | +112.6% | +93.0% |
| 5Y | +216.0% | +67.6% | +148.4% | +111.6% |
| 10Y | +710.0% | +724.7% | -14.7% | +164.1% |
| All | +710.0% | +741.5% | -31.6% | +164.1% |
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