+249.5%
APLD vs PCAR
+127.8%
+121.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.2% |
| 7D | +19.6% | +2.1% | +17.5% | +18.0% |
| 30D | -24.5% | -1.2% | -23.3% | -24.0% |
| 3M | -45.6% | -18.6% | -27.0% | -37.3% |
| 6M | -61.4% | -5.1% | -56.3% | -60.4% |
| YTD | -30.9% | -1.8% | -29.1% | -30.5% |
| 1Y | -35.8% | +10.6% | -46.5% | -41.2% |
| 3Y | +261.4% | +34.9% | +226.5% | +150.5% |
| All | +249.5% | +127.8% | +121.6% | -8.8% |
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