+483.7%
APLD vs PEG
+18.9%
+464.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.6% | +6.7% |
| 7D | +16.6% | +1.0% | +15.5% | +15.5% |
| 30D | -3.1% | -1.9% | -1.2% | -1.4% |
| 3M | -30.9% | -3.7% | -27.2% | -28.8% |
| 6M | +12.6% | -9.4% | +22.0% | +22.0% |
| YTD | +15.5% | -6.0% | +21.5% | +20.8% |
| 1Y | +103.5% | -4.4% | +107.9% | +106.6% |
| 3Y | +446.5% | +33.5% | +413.0% | +361.9% |
| All | +483.7% | +18.9% | +464.8% | +665.4% |
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