+169.5%
PR vs RACE
+935.7%
-766.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | +2.9% | -2.5% | +5.4% | +3.5% |
| 30D | +18.0% | +0.8% | +17.3% | +17.7% |
| 3M | +16.9% | +17.2% | -0.3% | +11.6% |
| 6M | +28.2% | +13.6% | +14.6% | +22.6% |
| YTD | +69.3% | +12.2% | +57.1% | +61.7% |
| 1Y | +69.5% | -16.3% | +85.8% | +75.2% |
| 3Y | +81.7% | +36.4% | +45.2% | +56.9% |
| 5Y | +422.2% | +95.0% | +327.3% | +299.2% |
| 10Y | +110.4% | +813.2% | -702.9% | +39.0% |
| All | +169.5% | +935.7% | -766.2% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling