+443.7%
APLD vs PEGA
-0.1%
+443.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | +4.1% | +3.3% | +0.8% | +2.9% |
| 30D | -11.7% | +17.7% | -29.5% | -17.0% |
| 3M | -40.3% | +5.8% | -46.1% | -42.7% |
| 6M | -8.0% | -20.3% | +12.3% | -2.8% |
| YTD | +7.5% | -37.1% | +44.7% | +23.0% |
| 1Y | +84.0% | -30.2% | +114.2% | +99.0% |
| 3Y | +356.2% | +48.1% | +308.1% | +216.7% |
| All | +443.7% | -0.1% | +443.8% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling