+48.6%
PSLV vs RACE
-12.0%
+60.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -2.1% | +1.6% | -3.8% | -2.4% |
| 3M | -1.6% | +13.2% | -14.8% | -4.0% |
| 6M | -25.5% | +22.9% | -48.4% | -28.3% |
| YTD | -11.4% | +13.3% | -24.7% | -15.3% |
| 1Y | +48.6% | -12.7% | +61.3% | +42.1% |
| All | +48.6% | -12.0% | +60.6% | +42.1% |
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 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