+220.6%
APLD vs PEGA
-13.4%
+234.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.5% | +13.2% | +10.9% |
| 7D | -12.7% | -4.5% | -8.2% | -11.5% |
| 30D | -34.7% | -5.7% | -29.0% | -33.7% |
| 3M | -46.1% | +2.6% | -48.7% | -47.5% |
| 6M | -64.9% | -10.6% | -54.3% | -64.9% |
| YTD | -36.6% | -45.5% | +8.9% | -24.8% |
| 1Y | -50.0% | -44.8% | -5.2% | -40.5% |
| 3Y | +190.1% | +45.5% | +144.6% | +94.9% |
| All | +220.6% | -13.4% | +234.0% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling