+99.6%
PSX vs RACE
-16.2%
+115.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | -0.1% |
| 7D | +4.5% | -2.5% | +7.1% | +4.2% |
| 30D | +26.6% | +0.8% | +25.8% | +26.8% |
| 3M | +39.3% | +17.2% | +22.1% | +42.2% |
| 6M | +56.8% | +13.6% | +43.2% | +61.4% |
| YTD | +101.8% | +12.2% | +89.6% | +107.1% |
| 1Y | +99.6% | -16.3% | +115.9% | +105.8% |
| All | +99.6% | -16.2% | +115.8% | +105.8% |
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