+67.5%
PNR vs RACE
+783.2%
-715.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -3.9% | -2.6% | -1.2% | -2.8% |
| 30D | -13.8% | -1.1% | -12.7% | -13.5% |
| 3M | -22.5% | +12.5% | -35.1% | -26.7% |
| 6M | -37.2% | +17.4% | -54.6% | -41.8% |
| YTD | -44.2% | +10.1% | -54.3% | -47.2% |
| 1Y | -46.6% | -15.1% | -31.5% | -44.0% |
| 3Y | -12.5% | +38.9% | -51.4% | -30.5% |
| 5Y | -19.3% | +90.7% | -110.0% | -45.9% |
| 10Y | +67.5% | +801.8% | -734.4% | -36.6% |
| All | +67.5% | +783.2% | -715.7% | -36.6% |
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