+1,023.7%
PH vs RACE
+647.6%
+376.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | -3.1% | -2.5% | -0.5% | -1.9% |
| 30D | -3.2% | +0.8% | -4.0% | -3.8% |
| 3M | +10.6% | +17.2% | -6.6% | +1.9% |
| 6M | -2.1% | +13.6% | -15.7% | -9.0% |
| YTD | +10.2% | +12.2% | -2.0% | +2.3% |
| 1Y | +28.2% | -16.3% | +44.5% | +35.8% |
| 3Y | +134.9% | +36.4% | +98.4% | +86.6% |
| 5Y | +253.6% | +95.0% | +158.7% | +128.4% |
| 10Y | +804.7% | +813.2% | -8.5% | +230.3% |
| All | +1,023.7% | +647.6% | +376.1% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling