-7.7%
PEP vs APLD
+461.1%
-468.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.7% |
| 7D | -1.4% | +4.1% | -5.5% | -1.4% |
| 30D | +0.2% | -11.7% | +11.9% | +0.2% |
| 3M | -1.1% | -40.3% | +39.2% | -1.1% |
| 6M | -13.5% | -8.0% | -5.5% | -13.5% |
| YTD | -1.2% | +7.5% | -8.7% | -1.2% |
| 1Y | -1.6% | +84.0% | -85.6% | -1.7% |
| 3Y | -12.5% | +356.2% | -368.7% | -13.5% |
| All | -7.7% | +461.1% | -468.7% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling