+527.5%
APP vs PEG
+45.9%
+481.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.3% |
| 7D | +4.6% | +4.5% | +0.1% | +2.6% |
| 30D | +56.0% | +7.5% | +48.5% | +50.6% |
| 3M | +30.8% | +0.8% | +30.0% | +30.0% |
| 6M | -9.8% | 0.0% | -9.8% | -10.6% |
| YTD | -39.3% | -3.0% | -36.2% | -39.5% |
| 1Y | -26.4% | -4.7% | -21.7% | -26.0% |
| 3Y | +887.9% | +36.5% | +851.4% | +791.6% |
| 5Y | +264.1% | +44.4% | +219.7% | +232.4% |
| All | +527.5% | +45.9% | +481.5% | +483.6% |
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