+853.3%
APO vs PEG
+171.2%
+682.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +5.8% | +4.5% | +1.3% | +3.4% |
| 30D | +8.9% | +7.5% | +1.3% | +5.0% |
| 3M | -13.6% | +0.8% | -14.5% | -14.1% |
| 6M | -5.4% | 0.0% | -5.4% | -5.8% |
| YTD | -13.6% | -3.0% | -10.6% | -13.4% |
| 1Y | -2.5% | -4.7% | +2.3% | -1.3% |
| 3Y | +50.9% | +36.5% | +14.4% | +25.5% |
| 5Y | +81.4% | +44.4% | +37.0% | +45.1% |
| All | +853.3% | +171.2% | +682.1% | +502.1% |
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 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