+49.1%
PPL vs RACE
+65.1%
-16.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +1.0% | +5.7% | -4.6% | +0.3% |
| 30D | +6.8% | +9.3% | -2.5% | +5.5% |
| 3M | +3.9% | +3.8% | 0.0% | +3.2% |
| 6M | -2.0% | +29.8% | -31.8% | -5.9% |
| YTD | +5.3% | +15.6% | -10.3% | +2.5% |
| 1Y | +2.2% | +5.1% | -2.9% | +1.0% |
| 3Y | +56.7% | +30.8% | +25.9% | +43.1% |
| 5Y | +49.1% | +67.4% | -18.3% | +18.4% |
| All | +49.1% | +65.1% | -16.0% | +18.4% |
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