+283.1%
PM vs RACE
+670.3%
-387.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.2% |
| 7D | -3.4% | +5.7% | -9.0% | -4.3% |
| 30D | +5.8% | +9.3% | -3.5% | +4.1% |
| 3M | +6.7% | +3.8% | +2.8% | +5.8% |
| 6M | +19.9% | +29.8% | -9.9% | +13.8% |
| YTD | +27.8% | +15.6% | +12.2% | +23.6% |
| 1Y | +39.4% | +5.1% | +34.3% | +37.1% |
| 3Y | +146.9% | +30.8% | +116.1% | +125.9% |
| 5Y | +166.6% | +67.4% | +99.2% | +127.6% |
| 10Y | +242.1% | +793.6% | -551.6% | +114.4% |
| All | +283.1% | +670.3% | -387.2% | +133.5% |
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 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