-3.7%
PEP vs APLD
+254.9%
-258.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.2% |
| 7D | +4.6% | -6.3% | +11.0% | +4.6% |
| 30D | +14.0% | -29.6% | +43.6% | +13.9% |
| 3M | +5.4% | -42.6% | +48.0% | +5.3% |
| 6M | -5.1% | -59.6% | +54.4% | -5.2% |
| YTD | +3.1% | -32.0% | +35.1% | +3.0% |
| 1Y | +4.8% | -46.9% | +51.7% | +4.6% |
| 3Y | -4.1% | +255.7% | -259.8% | -5.5% |
| All | -3.7% | +254.9% | -258.6% | -5.2% |
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