+209.7%
PH vs RACE
+64.4%
+145.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +4.3% | -1.2% | +5.5% | +4.8% |
| 30D | +0.1% | +6.1% | -6.0% | -2.4% |
| 3M | -9.4% | -0.3% | -9.1% | -9.6% |
| 6M | +8.8% | +23.4% | -14.7% | -1.5% |
| YTD | +9.6% | +12.5% | -2.9% | +2.5% |
| 1Y | +14.4% | -0.5% | +14.9% | +12.9% |
| 3Y | +134.5% | +23.6% | +110.9% | +93.6% |
| All | +209.7% | +64.4% | +145.3% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling