-46.9%
APLD vs PEGA
-46.9%
-0.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -6.3% | -8.2% | +1.9% | -6.6% |
| 30D | -29.6% | -11.6% | -18.0% | -29.8% |
| 3M | -42.6% | -4.2% | -38.5% | -42.9% |
| 6M | -59.6% | -12.0% | -47.6% | -58.4% |
| YTD | -32.0% | -46.9% | +14.9% | -16.3% |
| 1Y | -46.9% | -47.0% | 0.0% | -34.4% |
| All | -46.9% | -46.9% | -0.1% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling