+192.2%
APLD vs PCAR
+123.2%
+69.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.6% | -13.1% | -13.6% |
| 7D | -27.0% | +2.2% | -29.2% | -28.2% |
| 30D | -44.1% | -4.4% | -39.7% | -42.4% |
| 3M | -52.6% | -21.4% | -31.1% | -44.0% |
| 6M | -64.5% | -7.3% | -57.1% | -62.8% |
| YTD | -42.2% | -3.8% | -38.4% | -41.1% |
| 1Y | -57.2% | +6.3% | -63.5% | -59.6% |
| 3Y | +159.5% | +34.4% | +125.1% | +78.7% |
| All | +192.2% | +123.2% | +69.0% | -22.7% |
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