+244.7%
APLD vs PCAR
+125.8%
+118.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.8% | +5.0% |
| 7D | +3.1% | +2.9% | +0.2% | +0.8% |
| 30D | -29.4% | -2.1% | -27.3% | -28.6% |
| 3M | -42.8% | -20.4% | -22.4% | -33.1% |
| 6M | -59.5% | -7.0% | -52.5% | -57.8% |
| YTD | -31.8% | -2.6% | -29.2% | -31.2% |
| 1Y | -46.0% | +9.8% | -55.8% | -50.3% |
| 3Y | +252.0% | +37.3% | +214.7% | +137.6% |
| All | +244.7% | +125.8% | +118.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling