-3.4%
PEP vs APLD
+281.1%
-284.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.1% | +0.3% |
| 7D | +1.1% | +7.8% | -6.8% | +1.1% |
| 30D | +13.6% | -23.0% | +36.6% | +13.6% |
| 3M | +5.1% | -39.7% | +44.8% | +5.0% |
| 6M | -1.6% | -59.8% | +58.2% | -1.7% |
| YTD | +3.3% | -27.0% | +30.3% | +3.2% |
| 1Y | +3.2% | -37.3% | +40.5% | +3.1% |
| 3Y | -3.9% | +281.9% | -285.8% | -5.2% |
| All | -3.4% | +281.1% | -284.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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