+260.9%
PM vs RACE
+741.5%
-480.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -3.9% | -3.2% | -6.4% |
| 30D | -2.8% | +6.8% | -9.6% | -4.0% |
| 3M | +6.3% | +1.3% | +5.0% | +5.9% |
| 6M | +9.6% | +26.3% | -16.6% | +4.4% |
| YTD | +25.6% | +13.8% | +11.8% | +21.6% |
| 1Y | +29.7% | -0.5% | +30.1% | +28.8% |
| 3Y | +147.6% | +25.6% | +121.9% | +126.7% |
| 5Y | +160.1% | +67.6% | +92.5% | +118.5% |
| 10Y | +260.9% | +724.7% | -463.8% | +107.8% |
| All | +260.9% | +741.5% | -480.6% | +107.8% |
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