+1,651.7%
APO vs PEG
+319.0%
+1,332.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.2% | +1.5% | -1.3% | -0.5% |
| 30D | +3.1% | +5.0% | -1.9% | +1.0% |
| 3M | -12.0% | -0.3% | -11.7% | -11.9% |
| 6M | -5.0% | -2.7% | -2.3% | -4.1% |
| YTD | -14.0% | -5.1% | -8.9% | -12.9% |
| 1Y | -5.9% | -8.3% | +2.3% | -3.2% |
| 3Y | +51.6% | +33.0% | +18.5% | +31.3% |
| 5Y | +80.8% | +41.3% | +39.5% | +51.6% |
| 10Y | +839.9% | +164.5% | +675.4% | +506.4% |
| All | +1,651.7% | +319.0% | +1,332.7% | +802.8% |
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 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