+0.8%
PNR vs RACE
+67.1%
-66.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -0.5% | +3.9% | -4.4% | -2.0% |
| 30D | +34.4% | +7.4% | +27.0% | +30.7% |
| 3M | +2.4% | +1.6% | +0.8% | +1.6% |
| 6M | -7.8% | +23.3% | -31.1% | -15.7% |
| YTD | -31.6% | +14.7% | -46.2% | -36.0% |
| 1Y | -33.6% | +2.5% | -36.2% | -35.1% |
| 3Y | +19.9% | +28.0% | -8.0% | -3.2% |
| 5Y | +0.8% | +69.8% | -69.0% | -33.6% |
| All | +0.8% | +67.1% | -66.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling