-46.5%
APLD vs PCG
-14.1%
-32.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.6% | -6.8% |
| 7D | -18.5% | +1.9% | -20.4% | -18.6% |
| 30D | -32.8% | +8.5% | -41.3% | -33.0% |
| 3M | -46.9% | -22.9% | -24.0% | -47.1% |
| 6M | -53.4% | -16.8% | -36.6% | -52.3% |
| YTD | -32.3% | -15.8% | -16.5% | -23.8% |
| 1Y | -46.5% | -16.0% | -30.5% | -33.4% |
| All | -46.5% | -14.1% | -32.4% | -33.4% |
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