+850.7%
APP vs PEG
+34.2%
+816.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.1% |
| 7D | +10.6% | +2.3% | +8.2% | +9.1% |
| 30D | +44.6% | +6.1% | +38.4% | +39.2% |
| 3M | +29.6% | -0.5% | +30.1% | +29.6% |
| 6M | -19.8% | -3.2% | -16.6% | -19.0% |
| YTD | -41.6% | -4.4% | -37.2% | -41.7% |
| 1Y | -32.7% | -7.4% | -25.3% | -31.0% |
| All | +850.7% | +34.2% | +816.5% | +770.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling