+162.6%
PSLV vs RACE
+87.3%
+75.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | +3.3% | -2.6% | +6.0% | +3.9% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +7.1% | +12.5% | -5.4% | +4.9% |
| 6M | -21.6% | +17.4% | -39.0% | -23.8% |
| YTD | -6.7% | +10.1% | -16.8% | -8.8% |
| 1Y | +59.3% | -15.1% | +74.4% | +61.5% |
| 3Y | +182.1% | +38.9% | +143.2% | +155.4% |
| 5Y | +162.6% | +90.7% | +72.0% | +116.2% |
| All | +162.6% | +87.3% | +75.4% | +116.2% |
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 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