+258.7%
PSLV vs RACE
+647.6%
-388.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -0.6% | -2.5% | +1.9% | -0.2% |
| 30D | +7.3% | +0.8% | +6.5% | +7.2% |
| 3M | -7.4% | +17.2% | -24.6% | -9.7% |
| 6M | -20.3% | +13.6% | -33.9% | -22.0% |
| YTD | -8.2% | +12.2% | -20.5% | -10.2% |
| 1Y | +57.9% | -16.3% | +74.2% | +60.8% |
| 3Y | +162.1% | +36.4% | +125.6% | +144.0% |
| 5Y | +151.2% | +95.0% | +56.2% | +118.9% |
| 10Y | +191.7% | +813.2% | -621.6% | +123.4% |
| All | +258.7% | +647.6% | -388.9% | +172.3% |
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