+930.0%
APH vs PEG
+171.2%
+758.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.4% |
| 7D | +4.9% | +4.5% | +0.4% | +2.7% |
| 30D | -5.4% | +7.5% | -12.9% | -8.9% |
| 3M | -5.5% | +0.8% | -6.3% | -6.1% |
| 6M | +25.9% | 0.0% | +25.9% | +25.0% |
| YTD | +16.4% | -3.0% | +19.4% | +17.4% |
| 1Y | +16.5% | -4.7% | +21.2% | +18.5% |
| 3Y | +270.9% | +36.5% | +234.4% | +212.8% |
| 5Y | +289.5% | +44.4% | +245.1% | +215.4% |
| All | +930.0% | +171.2% | +758.8% | +569.3% |
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