+132.9%
PH vs RACE
+28.1%
+104.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.3% |
| 7D | +2.0% | +5.1% | -3.1% | +0.5% |
| 30D | -3.7% | +7.7% | -11.4% | -5.8% |
| 3M | -14.0% | +2.2% | -16.2% | -14.8% |
| 6M | +2.1% | +23.8% | -21.6% | -5.0% |
| YTD | +5.1% | +13.9% | -8.8% | -0.2% |
| 1Y | +10.9% | +3.8% | +7.2% | +8.6% |
| 3Y | +132.9% | +28.0% | +104.9% | +100.3% |
| All | +132.9% | +28.1% | +104.8% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling