+164.4%
APLD vs PENG
+153.0%
+11.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -23.0% | +8.3% | -3.5% |
| 7D | -27.0% | -36.7% | +9.7% | -9.3% |
| 30D | -44.1% | -42.0% | -2.0% | -28.4% |
| 3M | -52.6% | -33.2% | -19.4% | -43.7% |
| 6M | -64.5% | +2.1% | -66.6% | -68.5% |
| YTD | -42.2% | +90.3% | -132.5% | -63.3% |
| 1Y | -57.2% | +67.7% | -124.8% | -71.0% |
| All | +164.4% | +153.0% | +11.3% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling