+229.3%
APLD vs PCG
+7.9%
+221.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -7.0% |
| 7D | +2.7% | +2.2% | +0.5% | +1.4% |
| 30D | -21.4% | +0.8% | -22.2% | -21.8% |
| 3M | -47.8% | -23.8% | -24.0% | -40.4% |
| 6M | -64.9% | -19.6% | -45.3% | -61.6% |
| YTD | -34.9% | -16.7% | -18.1% | -31.9% |
| 1Y | -30.7% | -19.4% | -11.4% | -26.2% |
| 3Y | +305.3% | -18.3% | +323.6% | +296.4% |
| All | +229.3% | +7.9% | +221.4% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling