+87.0%
PR vs RACE
+10.6%
+76.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.3% | -10.8% | -5.1% |
| 7D | -12.1% | +9.9% | -22.0% | -9.1% |
| 30D | +0.9% | +12.8% | -11.9% | +5.2% |
| 3M | +10.1% | +7.4% | +2.8% | +13.4% |
| 6M | +1.1% | +27.6% | -26.5% | +10.9% |
| YTD | +63.7% | +18.4% | +45.3% | +77.8% |
| 1Y | +87.0% | +9.5% | +77.5% | +107.9% |
| All | +87.0% | +10.6% | +76.5% | +107.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling