-37.3%
APLD vs PCG
-20.1%
-17.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.4% |
| 7D | +7.8% | -2.2% | +10.1% | +8.0% |
| 30D | -23.0% | -0.5% | -22.5% | -22.9% |
| 3M | -39.7% | -24.0% | -15.7% | -39.7% |
| 6M | -59.8% | -18.6% | -41.2% | -58.8% |
| YTD | -27.0% | -17.7% | -9.3% | -17.5% |
| 1Y | -37.3% | -20.0% | -17.3% | -19.3% |
| All | -37.3% | -20.1% | -17.3% | -19.3% |
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