+183.2%
APD vs PEG
+159.1%
+24.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | -0.2% | +2.6% | -2.8% | -1.4% |
| 30D | +11.0% | +3.3% | +7.7% | +9.3% |
| 3M | +1.3% | +1.1% | +0.2% | +0.6% |
| 6M | +6.4% | -1.4% | +7.8% | +6.6% |
| YTD | +28.9% | -4.6% | +33.5% | +30.5% |
| 1Y | +23.2% | -7.2% | +30.4% | +26.5% |
| 3Y | +26.3% | +33.7% | -7.4% | +5.3% |
| 5Y | +12.0% | +40.8% | -28.8% | -10.0% |
| 10Y | +183.2% | +162.8% | +20.3% | +81.1% |
| All | +183.2% | +159.1% | +24.0% | +81.1% |
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