+4.9%
PEP vs APLD
-57.9%
+62.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | -0.4% |
| 7D | +6.7% | -27.0% | +33.7% | +5.4% |
| 30D | +13.5% | -44.1% | +57.6% | +11.3% |
| 3M | +3.9% | -52.6% | +56.5% | +1.5% |
| 6M | -6.0% | -64.5% | +58.5% | -8.2% |
| YTD | +2.5% | -42.2% | +44.7% | +1.6% |
| All | +4.9% | -57.9% | +62.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling