+269.3%
APLD vs PEGA
-16.0%
+285.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +7.8% | -8.6% | +16.5% | +10.9% |
| 30D | -23.0% | -10.1% | -12.9% | -20.6% |
| 3M | -39.7% | -4.7% | -34.9% | -39.8% |
| 6M | -59.8% | -8.0% | -51.9% | -60.4% |
| YTD | -27.0% | -47.1% | +20.2% | -12.6% |
| 1Y | -37.3% | -47.5% | +10.2% | -24.3% |
| 3Y | +281.9% | +40.2% | +241.6% | +159.8% |
| All | +269.3% | -16.0% | +285.3% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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