That's what St. Paul told Timothy in his second letter to him (2 Tim 4:7 - today's reading).
Many believe St. Paul knew his death was imminent when he wrote this letter, which would make it somewhat of a last will or final message to his closest friend (and all of us!).
To me, it's a great reminder that our life on this Earth is a constant competition - that we are always engaged in spiritual battle. A battle that Pope John Paul II described as "an invisible struggle in which we engage every day against temptations."
It's so easy to forget that - especially in a world with so many physical, Earthly distractions. But unfortunately, forgetting that there is a competition going on is the equivalent of joining the other team.
Luckily, we don't need to be beaten, hunted, or chained in prison like St. Paul to make it to Paradise. In fact, as he notes, we don't even need to win the race.
Christ already did that for us.
We just need to finish.