-3.4%
PEP vs APLD
+243.4%
-246.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +2.1% |
| 7D | +2.9% | +2.7% | +0.2% | +3.0% |
| 30D | +12.5% | -21.4% | +33.9% | +12.2% |
| 3M | +4.5% | -47.8% | +52.4% | +3.8% |
| 6M | -0.5% | -64.9% | +64.4% | -1.3% |
| YTD | +4.4% | -34.9% | +39.3% | +4.2% |
| 1Y | +4.4% | -30.7% | +35.1% | +4.3% |
| 3Y | -3.4% | +305.3% | -308.7% | -0.1% |
| All | -3.4% | +243.4% | -246.8% | -0.1% |
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