-18.2%
APTV vs PEG
+148.3%
-166.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | -7.9% | -2.8% | -5.2% | -6.6% |
| 3M | -29.9% | -6.9% | -23.0% | -27.2% |
| 6M | -36.6% | -11.4% | -25.2% | -32.6% |
| YTD | -40.0% | -7.4% | -32.6% | -38.0% |
| 1Y | -44.0% | -8.3% | -35.7% | -42.1% |
| 3Y | -54.5% | +31.5% | -86.1% | -63.8% |
| 5Y | -68.8% | +38.0% | -106.8% | -76.3% |
| All | -18.2% | +148.3% | -166.5% | -53.3% |
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