-4.4%
PEG vs RACE
-15.2%
+10.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.0% | -1.0% | +2.1% | +1.1% |
| 30D | -1.9% | -1.5% | -0.3% | -1.9% |
| 3M | -3.7% | +15.5% | -19.1% | -4.9% |
| 6M | -9.4% | +17.3% | -26.7% | -10.9% |
| YTD | -6.0% | +11.1% | -17.1% | -7.3% |
| 1Y | -4.4% | -14.3% | +9.9% | -5.1% |
| All | -4.4% | -15.2% | +10.8% | -5.1% |
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