+737.3%
PH vs RACE
+738.3%
-1.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.6% | +3.9% |
| 7D | +3.0% | +3.9% | -0.9% | +1.0% |
| 30D | -0.6% | +7.4% | -8.1% | -4.3% |
| 3M | -10.7% | +1.6% | -12.4% | -11.9% |
| 6M | +9.1% | +23.3% | -14.3% | -3.3% |
| YTD | +9.5% | +14.7% | -5.2% | -0.2% |
| 1Y | +14.0% | +2.5% | +11.5% | +10.0% |
| 3Y | +138.9% | +28.0% | +110.9% | +91.7% |
| 5Y | +209.1% | +69.8% | +139.3% | +105.7% |
| 10Y | +737.3% | +734.9% | +2.4% | +182.3% |
| All | +737.3% | +738.3% | -1.0% | +182.3% |
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