+242.5%
APLD vs PCAR
+126.7%
+115.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.8% | -9.5% |
| 7D | -18.5% | +3.7% | -22.2% | -20.8% |
| 30D | -32.8% | -2.9% | -29.8% | -31.6% |
| 3M | -46.9% | -21.7% | -25.2% | -37.2% |
| 6M | -53.4% | -6.6% | -46.7% | -51.6% |
| YTD | -32.3% | -2.2% | -30.0% | -31.9% |
| 1Y | -46.5% | +12.2% | -58.8% | -51.5% |
| 3Y | +204.2% | +36.5% | +167.7% | +106.9% |
| All | +242.5% | +126.7% | +115.7% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling