+41.7%
PEG vs RACE
+64.4%
-22.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | +7.5% | +6.1% | +1.4% | +6.5% |
| 3M | +0.8% | -0.3% | +1.1% | +0.7% |
| 6M | 0.0% | +23.4% | -23.4% | -3.9% |
| YTD | -3.0% | +12.5% | -15.6% | -5.6% |
| 1Y | -4.7% | -0.5% | -4.3% | -5.3% |
| 3Y | +36.5% | +23.6% | +12.9% | +25.5% |
| All | +41.7% | +64.4% | -22.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling