+146.1%
PEG vs RACE
+658.9%
-512.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -2.3% | +5.1% | -7.3% | -3.2% |
| 30D | +1.2% | +7.7% | -6.5% | -0.2% |
| 3M | -2.4% | +2.2% | -4.5% | -2.9% |
| 6M | -6.9% | +23.8% | -30.6% | -10.8% |
| YTD | -7.2% | +13.9% | -21.1% | -10.1% |
| 1Y | -8.9% | +3.8% | -12.6% | -10.2% |
| 3Y | +27.1% | +28.0% | -0.9% | +17.6% |
| 5Y | +33.8% | +64.9% | -31.1% | +15.8% |
| 10Y | +150.2% | +780.4% | -630.2% | +71.4% |
| All | +146.1% | +658.9% | -512.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling