+229.3%
APLD vs PEG
+22.7%
+206.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -7.0% |
| 7D | +2.7% | +4.5% | -1.8% | -1.2% |
| 30D | -21.4% | +7.5% | -29.0% | -27.1% |
| 3M | -47.8% | +0.8% | -48.7% | -48.6% |
| 6M | -64.9% | 0.0% | -64.9% | -65.5% |
| YTD | -34.9% | -3.0% | -31.8% | -34.2% |
| 1Y | -30.7% | -4.7% | -26.0% | -29.2% |
| 3Y | +305.3% | +36.5% | +268.8% | +231.4% |
| All | +229.3% | +22.7% | +206.6% | +316.7% |
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