+244.7%
APLD vs PENG
+101.3%
+143.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.3% | -1.7% | +2.8% |
| 7D | +3.1% | -3.8% | +6.9% | +4.7% |
| 30D | -29.4% | -40.1% | +10.7% | -9.1% |
| 3M | -42.8% | -21.8% | -21.0% | -36.9% |
| 6M | -59.5% | +3.3% | -62.8% | -64.3% |
| YTD | -31.8% | +133.6% | -165.5% | -62.2% |
| 1Y | -46.0% | +110.7% | -156.7% | -68.2% |
| 3Y | +252.0% | +204.3% | +47.7% | +51.2% |
| All | +244.7% | +101.3% | +143.4% | +108.3% |
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