+164.4%
APLD vs PCG
-20.0%
+184.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.3% | -13.4% | -14.3% |
| 7D | -27.0% | 0.0% | -27.0% | -27.0% |
| 30D | -44.1% | +5.8% | -49.9% | -45.0% |
| 3M | -52.6% | -22.8% | -29.8% | -49.4% |
| 6M | -64.5% | -18.4% | -46.1% | -62.9% |
| YTD | -42.2% | -16.9% | -25.4% | -40.3% |
| 1Y | -57.2% | -17.6% | -39.6% | -55.6% |
| All | +164.4% | -20.0% | +184.4% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling