+190.1%
APLD vs PENG
+184.4%
+5.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +12.4% | -2.6% | +3.7% |
| 7D | -12.7% | -19.4% | +6.7% | -3.3% |
| 30D | -34.7% | -42.4% | +7.7% | -15.6% |
| 3M | -46.1% | -25.6% | -20.5% | -39.3% |
| 6M | -64.9% | +7.3% | -72.1% | -69.6% |
| YTD | -36.6% | +113.9% | -150.4% | -62.0% |
| 1Y | -50.0% | +93.6% | -143.5% | -68.4% |
| 3Y | +190.1% | +170.2% | +19.9% | +37.8% |
| All | +190.1% | +184.4% | +5.7% | +37.8% |
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