+15.5%
PH vs RACE
+2.2%
+13.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +0.3% | +6.6% | -6.4% | -1.1% |
| 3M | -8.8% | +2.2% | -11.0% | -9.5% |
| 6M | +10.0% | +22.4% | -12.3% | +4.3% |
| YTD | +10.5% | +13.8% | -3.3% | +5.3% |
| 1Y | +15.5% | +2.2% | +13.3% | +15.1% |
| All | +15.5% | +2.2% | +13.3% | +15.1% |
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 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