+164.4%
APLD vs PCAR
+34.2%
+130.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.6% | -13.1% | -13.9% |
| 7D | -27.0% | +2.2% | -29.2% | -27.8% |
| 30D | -44.1% | -4.4% | -39.7% | -42.9% |
| 3M | -52.6% | -21.4% | -31.1% | -46.6% |
| 6M | -64.5% | -7.3% | -57.1% | -63.1% |
| YTD | -42.2% | -3.8% | -38.4% | -40.8% |
| 1Y | -57.2% | +6.3% | -63.5% | -58.1% |
| All | +164.4% | +34.2% | +130.1% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling