+232.4%
PM vs RACE
+740.1%
-507.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -5.2% | +5.1% | -10.3% | -6.1% |
| 30D | +2.7% | +7.7% | -5.0% | +1.2% |
| 3M | +6.1% | +2.2% | +4.0% | +5.6% |
| 6M | +18.0% | +23.8% | -5.8% | +12.7% |
| YTD | +26.6% | +13.9% | +12.7% | +22.5% |
| 1Y | +36.7% | +3.8% | +32.9% | +34.7% |
| 3Y | +146.0% | +28.0% | +118.0% | +124.2% |
| 5Y | +164.1% | +64.9% | +99.2% | +122.6% |
| All | +232.4% | +740.1% | -507.7% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling