-15.9%
PNR vs RACE
+93.6%
-109.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | -2.4% | -2.5% | +0.2% | -1.4% |
| 30D | -12.8% | +0.8% | -13.5% | -13.1% |
| 3M | -17.0% | +17.2% | -34.1% | -22.4% |
| 6M | -37.4% | +13.6% | -51.0% | -40.9% |
| YTD | -41.6% | +12.2% | -53.8% | -44.9% |
| 1Y | -44.6% | -16.3% | -28.4% | -41.6% |
| 3Y | -12.1% | +36.4% | -48.6% | -32.0% |
| All | -15.9% | +93.6% | -109.5% | -47.8% |
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