+229.3%
APLD vs PEGA
-13.2%
+242.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | -21.4% | -4.1% | -17.3% | -20.8% |
| 3M | -47.8% | -2.8% | -45.0% | -48.2% |
| 6M | -64.9% | -0.4% | -64.4% | -66.3% |
| YTD | -34.9% | -45.4% | +10.5% | -22.9% |
| 1Y | -30.7% | -42.6% | +11.9% | -19.3% |
| 3Y | +305.3% | +45.4% | +259.9% | +172.1% |
| All | +229.3% | -13.2% | +242.5% | +127.3% |
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 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