+75.8%
PR vs RACE
+3.3%
+72.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.4% |
| 7D | -16.4% | +5.1% | -21.5% | -14.9% |
| 30D | -1.9% | +7.7% | -9.6% | +0.7% |
| 3M | +8.0% | +2.2% | +5.8% | +9.3% |
| 6M | +4.1% | +23.8% | -19.7% | +12.6% |
| YTD | +58.7% | +13.9% | +44.8% | +70.2% |
| 1Y | +75.8% | +3.8% | +72.1% | +96.1% |
| All | +75.8% | +3.3% | +72.6% | +96.1% |
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 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