+244.7%
APLD vs PCG
+7.0%
+237.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +6.8% |
| 7D | +3.1% | -1.1% | +4.1% | +3.7% |
| 30D | -29.4% | +0.1% | -29.5% | -29.4% |
| 3M | -42.8% | -24.4% | -18.3% | -34.2% |
| 6M | -59.5% | -17.7% | -41.8% | -56.5% |
| YTD | -31.8% | -17.4% | -14.4% | -28.3% |
| 1Y | -46.0% | -19.4% | -26.7% | -42.5% |
| 3Y | +252.0% | -18.6% | +270.6% | +245.1% |
| All | +244.7% | +7.0% | +237.8% | +60.1% |
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