+35.1%
APD vs PEG
-6.2%
+41.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | +14.1% | +6.6% | +7.5% | +12.6% |
| 3M | +8.2% | -3.1% | +11.3% | +8.9% |
| 6M | +7.5% | -7.4% | +14.9% | +9.2% |
| YTD | +31.7% | -6.4% | +38.1% | +30.3% |
| 1Y | +35.1% | -7.4% | +42.5% | +35.4% |
| All | +35.1% | -6.2% | +41.3% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling