+159.5%
PM vs RACE
+67.1%
+92.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -7.3% | +3.9% | -11.2% | -7.7% |
| 30D | -4.0% | +7.4% | -11.4% | -4.9% |
| 3M | +2.7% | +1.6% | +1.1% | +2.5% |
| 6M | +14.9% | +23.3% | -8.5% | +11.5% |
| YTD | +23.5% | +14.7% | +8.9% | +20.9% |
| 1Y | +30.4% | +2.5% | +27.8% | +29.4% |
| 3Y | +143.2% | +28.0% | +115.2% | +124.8% |
| 5Y | +159.5% | +69.8% | +89.7% | +112.5% |
| All | +159.5% | +67.1% | +92.4% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling