-6.8%
PEG vs RACE
-16.2%
+9.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +0.7% | -2.5% | +3.2% | +0.9% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | -4.8% | +17.2% | -21.9% | -6.1% |
| 6M | -10.7% | +13.6% | -24.3% | -11.9% |
| YTD | -6.7% | +12.2% | -18.9% | -8.0% |
| 1Y | -6.8% | -16.3% | +9.4% | -7.1% |
| All | -6.8% | -16.2% | +9.4% | -7.1% |
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