+346.6%
PSX vs RACE
+740.1%
-393.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -13.1% | +5.1% | -18.2% | -14.4% |
| 30D | -9.5% | +7.7% | -17.2% | -11.5% |
| 3M | +20.2% | +2.2% | +18.0% | +19.1% |
| 6M | +44.9% | +23.8% | +21.1% | +34.8% |
| YTD | +94.4% | +13.9% | +80.5% | +83.6% |
| 1Y | +83.1% | +3.8% | +79.3% | +78.0% |
| 3Y | +132.2% | +28.0% | +104.1% | +101.1% |
| 5Y | +278.8% | +64.9% | +213.9% | +190.2% |
| All | +346.6% | +740.1% | -393.5% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling