-28.3%
APTV vs PEG
+171.2%
-199.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | -1.7% | +4.5% | -6.3% | -4.1% |
| 30D | -11.6% | +7.5% | -19.1% | -15.1% |
| 3M | -21.2% | +0.8% | -22.0% | -21.7% |
| 6M | -28.5% | 0.0% | -28.5% | -28.9% |
| YTD | -49.1% | -3.0% | -46.0% | -48.8% |
| 1Y | -52.2% | -4.7% | -47.4% | -51.4% |
| 3Y | -48.6% | +36.5% | -85.1% | -59.8% |
| 5Y | -77.3% | +44.4% | -121.6% | -83.1% |
| All | -28.3% | +171.2% | -199.6% | -57.7% |
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 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