+528.8%
APP vs PEG
+44.3%
+484.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.3% |
| 7D | +79.2% | +0.9% | +78.3% | +78.3% |
| 30D | +48.0% | +3.8% | +44.2% | +45.2% |
| 3M | +18.2% | +0.1% | +18.2% | +17.8% |
| 6M | -12.5% | -1.0% | -11.5% | -12.8% |
| YTD | -39.2% | -4.1% | -35.0% | -39.1% |
| 1Y | -33.9% | -6.9% | -27.0% | -32.7% |
| 3Y | +933.3% | +35.6% | +897.6% | +835.9% |
| 5Y | +295.9% | +42.8% | +253.1% | +263.3% |
| All | +528.8% | +44.3% | +484.6% | +487.8% |
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 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