+132,206.3%
APH vs PEG
+2,588.1%
+129,618.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +5.0% | +0.7% | +4.3% | +4.7% |
| 30D | -3.9% | -2.4% | -1.4% | -3.0% |
| 3M | +13.0% | -4.8% | +17.8% | +14.7% |
| 6M | +25.2% | -10.7% | +35.8% | +30.1% |
| YTD | +22.9% | -6.7% | +29.6% | +25.9% |
| 1Y | +47.8% | -6.8% | +54.7% | +51.2% |
| 3Y | +283.0% | +34.5% | +248.5% | +240.3% |
| 5Y | +349.7% | +35.8% | +313.9% | +295.8% |
| 10Y | +1,061.2% | +141.7% | +919.5% | +723.5% |
| All | +132,206.3% | +2,588.1% | +129,618.2% | +69,184.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling