+443.7%
APLD vs PEG
+18.1%
+425.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +4.1% | +0.7% | +3.4% | +3.4% |
| 30D | -11.7% | -2.4% | -9.3% | -9.7% |
| 3M | -40.3% | -4.8% | -35.5% | -38.1% |
| 6M | -8.0% | -10.7% | +2.7% | +1.1% |
| YTD | +7.5% | -6.7% | +14.2% | +13.2% |
| 1Y | +84.0% | -6.8% | +90.9% | +91.8% |
| 3Y | +356.2% | +34.5% | +321.7% | +283.5% |
| All | +443.7% | +18.1% | +425.6% | +617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling