+6,123.5%
APD vs PEG
+2,989.2%
+3,134.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.6% |
| 7D | -1.6% | +0.9% | -2.4% | -1.9% |
| 30D | +10.6% | +3.8% | +6.8% | +8.8% |
| 3M | +2.5% | +0.1% | +2.4% | +2.3% |
| 6M | +6.0% | -1.0% | +6.9% | +6.0% |
| YTD | +28.4% | -4.1% | +32.6% | +29.7% |
| 1Y | +22.2% | -6.9% | +29.0% | +24.8% |
| 3Y | +26.6% | +35.6% | -9.1% | +8.8% |
| 5Y | +11.8% | +42.8% | -31.0% | -6.6% |
| 10Y | +187.8% | +160.2% | +27.6% | +83.7% |
| All | +6,123.5% | +2,989.2% | +3,134.3% | +1,482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling