+220.6%
APLD vs PCG
+5.6%
+215.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +10.8% |
| 7D | -12.7% | -1.6% | -11.1% | -12.0% |
| 30D | -34.7% | +1.4% | -36.1% | -35.2% |
| 3M | -46.1% | -23.4% | -22.7% | -38.7% |
| 6M | -64.9% | -19.4% | -45.5% | -61.8% |
| YTD | -36.6% | -18.5% | -18.1% | -32.9% |
| 1Y | -50.0% | -19.5% | -30.4% | -46.8% |
| 3Y | +190.1% | -21.0% | +211.1% | +192.2% |
| All | +220.6% | +5.6% | +215.0% | +49.9% |
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