-70.1%
APTV vs PEG
+33.9%
-104.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.1% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -10.6% | -1.7% | -8.9% | -10.1% |
| 3M | -35.0% | -6.8% | -28.2% | -33.3% |
| 6M | -38.9% | -11.4% | -27.5% | -36.1% |
| YTD | -41.5% | -7.2% | -34.3% | -40.2% |
| 1Y | -45.8% | -6.1% | -39.7% | -45.0% |
| 3Y | -55.7% | +31.8% | -87.5% | -64.0% |
| 5Y | -70.1% | +35.6% | -105.7% | -76.5% |
| All | -70.1% | +33.9% | -104.0% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling