-7.4%
PEG vs RACE
+10.6%
-18.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.2% |
| 7D | +1.0% | +9.9% | -8.9% | +0.3% |
| 30D | +6.6% | +12.8% | -6.2% | +5.6% |
| 3M | -3.1% | +7.4% | -10.5% | -3.8% |
| 6M | -7.4% | +27.6% | -35.0% | -9.8% |
| YTD | -6.4% | +18.4% | -24.8% | -8.5% |
| 1Y | -7.4% | +9.5% | -17.0% | -8.8% |
| All | -7.4% | +10.6% | -18.0% | -8.8% |
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