+192.2%
APLD vs PENG
+64.0%
+128.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -23.0% | +8.3% | -2.9% |
| 7D | -27.0% | -36.7% | +9.7% | -8.2% |
| 30D | -44.1% | -42.0% | -2.0% | -27.4% |
| 3M | -52.6% | -33.2% | -19.4% | -43.3% |
| 6M | -64.5% | +2.1% | -66.6% | -68.9% |
| YTD | -42.2% | +90.3% | -132.5% | -64.4% |
| 1Y | -57.2% | +67.7% | -124.8% | -71.6% |
| 3Y | +159.5% | +154.2% | +5.3% | +21.8% |
| All | +192.2% | +64.0% | +128.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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