+506.6%
APP vs PEG
+43.6%
+463.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | +61.1% | +2.6% | +58.5% | +59.3% |
| 30D | +42.8% | +3.3% | +39.4% | +40.4% |
| 3M | +16.7% | +1.1% | +15.6% | +15.6% |
| 6M | -15.6% | -1.4% | -14.1% | -15.7% |
| YTD | -41.3% | -4.6% | -36.7% | -41.1% |
| 1Y | -39.3% | -7.2% | -32.1% | -38.1% |
| 3Y | +803.2% | +33.7% | +769.5% | +722.1% |
| 5Y | +313.2% | +40.8% | +272.3% | +278.3% |
| All | +506.6% | +43.6% | +463.0% | +468.2% |
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