+137.0%
APO vs PEG
+38.2%
+98.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | +3.9% | -1.9% | +5.7% | +4.8% |
| 3M | +3.8% | -3.7% | +7.4% | +5.4% |
| 6M | +22.3% | -9.4% | +31.7% | +27.6% |
| YTD | -7.8% | -6.0% | -1.8% | -6.2% |
| 1Y | -0.3% | -4.4% | +4.0% | 0.0% |
| 3Y | +57.1% | +33.5% | +23.6% | +31.4% |
| 5Y | +137.0% | +35.7% | +101.2% | +89.8% |
| All | +137.0% | +38.2% | +98.7% | +89.8% |
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