+242.5%
APLD vs PENG
+113.0%
+129.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.1% | +2.4% | -2.1% |
| 7D | -18.5% | -20.5% | +1.9% | -8.4% |
| 30D | -32.8% | -20.4% | -12.4% | -25.5% |
| 3M | -46.9% | -16.4% | -30.5% | -43.2% |
| 6M | -53.4% | +49.2% | -102.6% | -66.4% |
| YTD | -32.3% | +147.2% | -179.4% | -63.3% |
| 1Y | -46.5% | +124.7% | -171.2% | -69.3% |
| 3Y | +204.2% | +230.3% | -26.0% | +25.4% |
| All | +242.5% | +113.0% | +129.5% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling