+374.2%
PSX vs RACE
+647.6%
-273.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +4.5% | -2.5% | +7.1% | +5.2% |
| 30D | +26.6% | +0.8% | +25.8% | +26.2% |
| 3M | +39.3% | +17.2% | +22.1% | +32.3% |
| 6M | +56.8% | +13.6% | +43.2% | +49.1% |
| YTD | +101.8% | +12.2% | +89.6% | +91.8% |
| 1Y | +99.6% | -16.3% | +115.9% | +106.6% |
| 3Y | +140.3% | +36.4% | +103.9% | +104.3% |
| 5Y | +339.3% | +95.0% | +244.4% | +216.4% |
| 10Y | +369.9% | +813.2% | -443.4% | +106.4% |
| All | +374.2% | +647.6% | -273.4% | +99.6% |
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 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