-8.7%
PSLV vs RACE
-4.6%
-4.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.5% |
| 7D | -4.3% | -4.0% | -0.3% | -2.7% |
| 30D | -16.6% | +3.5% | -20.2% | -17.6% |
| 3M | -24.6% | -0.4% | -24.1% | -24.3% |
| 6M | -42.5% | +23.2% | -65.7% | -46.0% |
| YTD | -31.7% | +11.0% | -42.7% | -35.7% |
| 1Y | -8.7% | -2.2% | -6.4% | -12.9% |
| All | -8.7% | -4.6% | -4.0% | -12.9% |
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