+247.0%
PM vs RACE
+647.6%
-400.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.6% |
| 7D | -4.9% | -2.5% | -2.4% | -4.4% |
| 30D | -3.4% | +0.8% | -4.2% | -3.6% |
| 3M | +5.2% | +17.2% | -12.0% | +1.9% |
| 6M | +3.7% | +13.6% | -9.9% | +0.8% |
| YTD | +15.8% | +12.2% | +3.6% | +12.6% |
| 1Y | +17.4% | -16.3% | +33.6% | +20.0% |
| 3Y | +116.9% | +36.4% | +80.5% | +96.5% |
| 5Y | +117.3% | +95.0% | +22.4% | +79.1% |
| 10Y | +193.8% | +813.2% | -619.5% | +84.0% |
| All | +247.0% | +647.6% | -400.6% | +112.9% |
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