-13.7%
PPG vs RACE
+69.7%
-83.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +20.4% | +6.6% | +13.8% | +17.0% |
| 3M | +8.4% | +2.2% | +6.2% | +7.1% |
| 6M | +15.6% | +22.4% | -6.7% | +5.1% |
| YTD | +24.4% | +13.8% | +10.6% | +16.3% |
| 1Y | +32.9% | +2.2% | +30.7% | +30.0% |
| 3Y | +3.7% | +25.6% | -21.9% | -15.0% |
| 5Y | -13.7% | +71.0% | -84.7% | -47.1% |
| All | -13.7% | +69.7% | -83.4% | -47.1% |
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