+19.9%
PNR vs RACE
+26.8%
-6.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | -0.5% | +3.9% | -4.4% | -1.5% |
| 30D | +34.4% | +7.4% | +27.0% | +32.0% |
| 3M | +2.4% | +1.6% | +0.8% | +1.9% |
| 6M | -7.8% | +23.3% | -31.1% | -12.8% |
| YTD | -31.6% | +14.7% | -46.2% | -34.5% |
| 1Y | -33.6% | +2.5% | -36.2% | -34.9% |
| 3Y | +19.9% | +28.0% | -8.0% | +8.3% |
| All | +19.9% | +26.8% | -6.9% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling