+23.5%
PPG vs RACE
+832.2%
-808.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.6% |
| 7D | -5.1% | -2.2% | -2.9% | -4.3% |
| 30D | -9.6% | -0.4% | -9.2% | -9.5% |
| 3M | -6.4% | +17.9% | -24.3% | -12.9% |
| 6M | +0.5% | +19.3% | -18.8% | -7.1% |
| YTD | +4.4% | +11.9% | -7.4% | -1.2% |
| 1Y | -0.9% | -12.7% | +11.8% | +3.1% |
| 3Y | -17.0% | +41.1% | -58.1% | -32.6% |
| 5Y | -23.7% | +94.1% | -117.7% | -47.1% |
| All | +23.5% | +832.2% | -808.7% | -45.2% |
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