+244.7%
APLD vs PEGA
-16.7%
+261.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.9% | +11.4% | +8.8% |
| 7D | +3.1% | -10.0% | +13.1% | +6.5% |
| 30D | -29.4% | -12.7% | -16.7% | -26.5% |
| 3M | -42.8% | -4.6% | -38.2% | -43.0% |
| 6M | -59.5% | -13.1% | -46.4% | -59.2% |
| YTD | -31.8% | -47.6% | +15.8% | -18.2% |
| 1Y | -46.0% | -47.0% | +1.0% | -35.1% |
| 3Y | +252.0% | +42.0% | +210.0% | +137.3% |
| All | +244.7% | -16.7% | +261.4% | +141.3% |
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