-30.7%
APLD vs PENG
+130.4%
-161.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.3% | -3.0% |
| 7D | +2.7% | +13.2% | -10.5% | -3.6% |
| 30D | -21.4% | -29.9% | +8.5% | -7.4% |
| 3M | -47.8% | -22.2% | -25.6% | -42.6% |
| 6M | -64.9% | -1.9% | -63.0% | -69.1% |
| YTD | -34.9% | +142.1% | -177.0% | -73.3% |
| 1Y | -30.7% | +151.5% | -182.3% | -72.1% |
| All | -30.7% | +130.4% | -161.1% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling