+243.9%
APLD vs PCG
+7.7%
+236.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -6.3% | -0.5% | -5.9% | -6.1% |
| 30D | -29.6% | +0.8% | -30.3% | -29.8% |
| 3M | -42.6% | -22.0% | -20.6% | -35.3% |
| 6M | -59.6% | -17.1% | -42.5% | -56.8% |
| YTD | -32.0% | -16.9% | -15.1% | -28.8% |
| 1Y | -46.9% | -19.1% | -27.9% | -43.6% |
| 3Y | +255.7% | -19.4% | +275.1% | +254.5% |
| All | +243.9% | +7.7% | +236.2% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling