+378.5%
APP vs PEG
+41.5%
+337.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.4% |
| 30D | -10.0% | -1.9% | -8.2% | -9.3% |
| 3M | -44.6% | -3.7% | -41.0% | -43.9% |
| 6M | -37.9% | -9.4% | -28.4% | -35.4% |
| YTD | -53.7% | -6.0% | -47.7% | -53.1% |
| 1Y | -43.0% | -4.4% | -38.6% | -42.9% |
| 3Y | +640.8% | +33.5% | +607.2% | +578.3% |
| 5Y | +358.8% | +35.7% | +323.1% | +321.7% |
| All | +378.5% | +41.5% | +337.1% | +352.6% |
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