-4.1%
APA vs PEG
+148.3%
-152.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.3% |
| 30D | +9.6% | -2.8% | +12.4% | +11.4% |
| 3M | +18.0% | -6.9% | +24.9% | +23.0% |
| 6M | +41.9% | -11.4% | +53.3% | +51.2% |
| YTD | +86.3% | -7.4% | +93.7% | +92.2% |
| 1Y | +97.9% | -8.3% | +106.1% | +104.9% |
| 3Y | +12.8% | +31.5% | -18.8% | -10.4% |
| 5Y | +177.2% | +38.0% | +139.2% | +107.5% |
| All | -4.1% | +148.3% | -152.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling