+79.3%
PR vs RACE
+36.9%
+42.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +2.9% | -2.5% | +5.4% | +3.0% |
| 30D | +18.0% | +0.8% | +17.3% | +18.0% |
| 3M | +16.9% | +17.2% | -0.3% | +16.0% |
| 6M | +28.2% | +13.6% | +14.6% | +27.7% |
| YTD | +69.3% | +12.2% | +57.1% | +68.6% |
| 1Y | +69.5% | -16.3% | +85.8% | +78.0% |
| All | +79.3% | +36.9% | +42.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling