-19.2%
PPG vs RACE
+92.4%
-111.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | 0.0% | -1.0% | +1.1% | +0.5% |
| 30D | -7.8% | -1.5% | -6.2% | -7.2% |
| 3M | -2.2% | +15.5% | -17.7% | -8.5% |
| 6M | +4.1% | +17.3% | -13.2% | -3.5% |
| YTD | +9.1% | +11.1% | -2.0% | +3.1% |
| 1Y | +1.0% | -14.3% | +15.2% | +5.9% |
| 3Y | -13.3% | +40.2% | -53.4% | -33.7% |
| 5Y | -19.2% | +92.6% | -111.8% | -52.5% |
| All | -19.2% | +92.4% | -111.6% | -52.5% |
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