+443.7%
APLD vs PCAR
+166.3%
+277.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.1% | -0.5% | +4.6% | +4.5% |
| 30D | -11.7% | -6.2% | -5.5% | -7.5% |
| 3M | -40.3% | +5.9% | -46.2% | -42.7% |
| 6M | -8.0% | +0.4% | -8.4% | -8.1% |
| YTD | +7.5% | +14.8% | -7.3% | -2.7% |
| 1Y | +84.0% | +30.1% | +53.9% | +49.6% |
| 3Y | +356.2% | +66.7% | +289.6% | +166.6% |
| All | +443.7% | +166.3% | +277.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling