+101.4%
PNR vs RACE
+740.2%
-638.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | +33.4% | +6.6% | +26.7% | +29.8% |
| 3M | +4.9% | +2.2% | +2.7% | +3.7% |
| 6M | -8.5% | +22.4% | -30.9% | -16.7% |
| YTD | -32.1% | +13.8% | -45.9% | -36.7% |
| 1Y | -35.0% | +2.2% | -37.2% | -36.5% |
| 3Y | +17.6% | +25.6% | -8.0% | -1.6% |
| 5Y | +0.9% | +71.0% | -70.1% | -28.9% |
| 10Y | +101.4% | +739.1% | -637.7% | -18.0% |
| All | +101.4% | +740.2% | -638.8% | -18.0% |
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