+89.9%
PSLV vs RACE
+68.9%
+21.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -3.9% | +2.4% | -0.7% |
| 30D | -15.2% | +6.8% | -22.1% | -16.3% |
| 3M | -21.4% | +1.3% | -22.8% | -21.6% |
| 6M | -39.9% | +26.3% | -66.2% | -42.4% |
| YTD | -29.3% | +13.8% | -43.1% | -31.3% |
| 1Y | -1.6% | -0.5% | -1.1% | -2.5% |
| 3Y | +121.3% | +25.6% | +95.7% | +104.8% |
| 5Y | +89.9% | +67.6% | +22.3% | +62.6% |
| All | +89.9% | +68.9% | +21.0% | +62.6% |
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 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