+223.9%
PR vs RACE
+65.1%
+158.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -4.5% |
| 7D | -16.5% | +5.7% | -22.2% | -17.4% |
| 30D | -4.5% | +9.3% | -13.8% | -6.2% |
| 3M | +8.5% | +3.8% | +4.7% | +7.6% |
| 6M | -3.3% | +29.8% | -33.1% | -9.3% |
| YTD | +55.7% | +15.6% | +40.1% | +49.1% |
| 1Y | +82.0% | +5.1% | +77.0% | +79.4% |
| 3Y | +62.5% | +30.8% | +31.7% | +39.6% |
| 5Y | +223.9% | +67.4% | +156.5% | +175.5% |
| All | +223.9% | +65.1% | +158.8% | +175.5% |
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