+229.6%
PM vs RACE
+740.1%
-510.5%
-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 | +5.2% | +2.2% | +3.1% | +4.7% |
| 6M | +17.0% | +23.8% | -6.8% | +11.8% |
| YTD | +25.5% | +13.9% | +11.6% | +21.5% |
| 1Y | +35.5% | +3.8% | +31.7% | +33.6% |
| 3Y | +143.9% | +28.0% | +115.9% | +122.3% |
| 5Y | +161.8% | +64.9% | +96.9% | +120.7% |
| All | +229.6% | +740.1% | -510.5% | +85.2% |
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 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