-4.6%
PEP vs APLD
+160.5%
-165.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | 0.0% |
| 7D | +6.7% | -27.0% | +33.7% | +6.2% |
| 30D | +13.5% | -44.1% | +57.6% | +12.7% |
| 3M | +3.9% | -52.6% | +56.5% | +3.0% |
| 6M | -6.0% | -64.5% | +58.5% | -6.9% |
| YTD | +2.5% | -42.2% | +44.7% | +2.1% |
| 1Y | +3.9% | -57.2% | +61.1% | +3.4% |
| All | -4.6% | +160.5% | -165.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling