+941.6%
PH vs RACE
+670.3%
+271.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.9% |
| 7D | -3.9% | +5.7% | -9.6% | -6.4% |
| 30D | -9.4% | +9.3% | -18.7% | -13.2% |
| 3M | -10.3% | +3.8% | -14.1% | -12.3% |
| 6M | +2.7% | +29.8% | -27.1% | -10.4% |
| YTD | +2.1% | +15.6% | -13.5% | -6.7% |
| 1Y | +16.2% | +5.1% | +11.2% | +11.0% |
| 3Y | +129.3% | +30.8% | +98.5% | +86.2% |
| 5Y | +191.7% | +67.4% | +124.3% | +104.0% |
| 10Y | +759.2% | +793.6% | -34.4% | +213.2% |
| All | +941.6% | +670.3% | +271.3% | +250.2% |
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