+160.5%
PR vs RACE
+992.5%
-832.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.3% | -10.8% | -7.5% |
| 7D | -12.1% | +9.9% | -22.0% | -14.1% |
| 30D | +0.9% | +12.8% | -11.9% | -2.1% |
| 3M | +10.1% | +7.4% | +2.8% | +8.0% |
| 6M | +1.1% | +27.6% | -26.5% | -5.9% |
| YTD | +63.7% | +18.4% | +45.3% | +53.9% |
| 1Y | +87.0% | +9.5% | +77.5% | +79.7% |
| 3Y | +70.7% | +33.9% | +36.9% | +49.1% |
| 5Y | +246.8% | +74.9% | +172.0% | +173.7% |
| 10Y | +72.6% | +814.9% | -742.3% | +12.4% |
| All | +160.5% | +992.5% | -832.1% | +69.6% |
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