+249.5%
APLD vs PENG
+120.7%
+128.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.3% |
| 7D | +19.6% | +34.6% | -15.0% | +2.6% |
| 30D | -24.5% | -35.9% | +11.5% | -6.1% |
| 3M | -45.6% | -14.7% | -30.9% | -42.7% |
| 6M | -61.4% | +13.5% | -74.9% | -67.7% |
| YTD | -30.9% | +156.1% | -187.0% | -63.5% |
| 1Y | -35.8% | +141.3% | -177.1% | -64.8% |
| 3Y | +261.4% | +223.4% | +38.0% | +50.7% |
| All | +249.5% | +120.7% | +128.8% | +101.2% |
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