+190.1%
APLD vs PEG
+25.9%
+164.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.7% | +10.4% | +10.4% |
| 7D | -12.7% | -2.3% | -10.5% | -10.9% |
| 30D | -34.7% | +1.2% | -35.9% | -36.3% |
| 3M | -46.1% | -2.4% | -43.8% | -45.3% |
| 6M | -64.9% | -6.9% | -58.0% | -62.8% |
| YTD | -36.6% | -7.2% | -29.4% | -33.1% |
| 1Y | -50.0% | -8.9% | -41.1% | -46.3% |
| 3Y | +190.1% | +27.1% | +163.0% | +127.7% |
| All | +190.1% | +25.9% | +164.2% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling