+169.1%
APD vs PEG
+139.0%
+30.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -4.2% | -1.7% | -2.5% | -3.5% |
| 3M | +5.0% | -6.8% | +11.8% | +8.2% |
| 6M | +8.9% | -11.4% | +20.3% | +14.7% |
| YTD | +21.9% | -7.2% | +29.1% | +25.2% |
| 1Y | +5.6% | -6.1% | +11.7% | +7.7% |
| 3Y | +6.9% | +31.8% | -24.9% | -10.0% |
| 5Y | +25.3% | +35.6% | -10.3% | +2.9% |
| 10Y | +169.1% | +148.7% | +20.3% | +75.5% |
| All | +169.1% | +139.0% | +30.0% | +75.5% |
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