-4.3%
PEP vs APLD
+201.5%
-205.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | +0.1% |
| 7D | +6.7% | -27.0% | +33.7% | +6.6% |
| 30D | +13.5% | -44.1% | +57.6% | +13.4% |
| 3M | +3.9% | -52.6% | +56.5% | +3.7% |
| 6M | -6.0% | -64.5% | +58.5% | -6.1% |
| YTD | +2.5% | -42.2% | +44.7% | +2.2% |
| 1Y | +3.9% | -57.2% | +61.1% | +3.8% |
| 3Y | -4.7% | +159.5% | -164.2% | -5.9% |
| All | -4.3% | +201.5% | -205.8% | -5.9% |
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