+166.1%
APA vs PEG
+38.2%
+127.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | +15.7% | -1.9% | +17.6% | +16.5% |
| 3M | +16.5% | -3.7% | +20.1% | +18.1% |
| 6M | +35.1% | -9.4% | +44.5% | +40.0% |
| YTD | +82.2% | -6.0% | +88.2% | +84.9% |
| 1Y | +102.5% | -4.4% | +106.8% | +103.3% |
| 3Y | +10.3% | +33.5% | -23.2% | -6.3% |
| 5Y | +166.1% | +35.7% | +130.4% | +129.9% |
| All | +166.1% | +38.2% | +127.9% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling