-46.6%
PNR vs RACE
-14.8%
-31.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -3.9% | -2.6% | -1.2% | -3.2% |
| 30D | -13.8% | -1.1% | -12.7% | -13.6% |
| 3M | -22.5% | +12.5% | -35.1% | -25.1% |
| 6M | -37.2% | +17.4% | -54.6% | -40.1% |
| YTD | -44.2% | +10.1% | -54.3% | -46.6% |
| 1Y | -46.6% | -15.1% | -31.5% | -46.9% |
| All | -46.6% | -14.8% | -31.9% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling