+249.5%
APLD vs PCG
+5.6%
+243.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | +19.6% | -2.0% | +21.6% | +20.8% |
| 30D | -24.5% | -2.7% | -21.8% | -23.3% |
| 3M | -45.6% | -25.1% | -20.5% | -37.2% |
| 6M | -61.4% | -22.3% | -39.1% | -57.0% |
| YTD | -30.9% | -18.5% | -12.4% | -26.8% |
| 1Y | -35.8% | -21.8% | -14.0% | -30.1% |
| 3Y | +261.4% | -21.0% | +282.4% | +264.2% |
| All | +249.5% | +5.6% | +243.9% | +63.5% |
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 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