STY: small comment update

XingfuXu · Jan 7, 2018 · 9f643c1 · 9f643c1
1 parent 0d657a2
commit 9f643c1
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/alphalens/performance.py b/alphalens/performance.py
@@ -413,7 +413,7 @@ def rate_of_returns(ret, period):
 
             subret[pret_idx] = np.nan
 
-            # transform returns as percentage to previous value for later
+            # transform returns as percentage change from previous value
             subret[slice[1:]] = (subret[slice] + 1).pct_change()[slice[1:]]
 
         sub_returns.append(subret)