+84.0%
APLD vs PCG
-6.6%
+90.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +1.9% |
| 7D | +4.1% | -13.9% | +17.9% | +3.8% |
| 30D | -11.7% | -16.9% | +5.1% | -11.5% |
| 3M | -40.3% | -14.7% | -25.5% | -39.5% |
| 6M | -8.0% | -23.8% | +15.9% | -9.6% |
| YTD | +7.5% | -10.5% | +18.0% | +15.2% |
| 1Y | +84.0% | -5.1% | +89.1% | +99.5% |
| All | +84.0% | -6.6% | +90.6% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling