+892.4%
APP vs PEG
+25.9%
+866.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +10.2% |
| 7D | +71.2% | -2.3% | +73.5% | +73.2% |
| 30D | +39.1% | +1.2% | +37.9% | +37.6% |
| 3M | +16.5% | -2.4% | +18.9% | +17.6% |
| 6M | -16.6% | -6.9% | -9.7% | -13.9% |
| YTD | -41.9% | -7.2% | -34.7% | -41.1% |
| 1Y | -37.0% | -8.9% | -28.2% | -35.2% |
| 3Y | +892.4% | +27.1% | +865.3% | +830.2% |
| All | +892.4% | +25.9% | +866.5% | +830.2% |
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 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