+27.9%
APD vs PEG
+35.8%
-7.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +2.1% | -2.4% | +4.5% | +3.1% |
| 3M | +7.2% | -4.8% | +12.0% | +9.1% |
| 6M | +11.2% | -10.7% | +21.9% | +16.2% |
| YTD | +24.4% | -6.7% | +31.1% | +27.0% |
| 1Y | +6.7% | -6.8% | +13.5% | +8.8% |
| 3Y | +9.2% | +34.5% | -25.2% | -9.6% |
| All | +27.9% | +35.8% | -7.9% | +3.6% |
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