+306.9%
PSX vs RACE
+62.4%
+244.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | +6.4% | -4.0% | +10.4% | +6.8% |
| 30D | -10.2% | +3.5% | -13.7% | -10.5% |
| 3M | +17.2% | -0.4% | +17.6% | +17.1% |
| 6M | +51.8% | +23.2% | +28.6% | +47.8% |
| YTD | +108.0% | +11.0% | +97.0% | +104.7% |
| 1Y | +96.1% | -2.2% | +98.4% | +97.0% |
| 3Y | +155.9% | +22.5% | +133.3% | +145.1% |
| 5Y | +306.9% | +63.2% | +243.8% | +263.0% |
| All | +306.9% | +62.4% | +244.5% | +263.0% |
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