-19.8%
APP vs PEG
-1.6%
-18.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.5% |
| 7D | +10.6% | +2.3% | +8.2% | +11.4% |
| 30D | +44.6% | +6.1% | +38.4% | +47.3% |
| 3M | +29.6% | -0.5% | +30.1% | +28.2% |
| 6M | -19.8% | -3.2% | -16.6% | -22.7% |
| All | -19.8% | -1.6% | -18.2% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling