+220.6%
APLD vs PCOR
+41.7%
+178.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +9.9% |
| 7D | -12.7% | +22.7% | -35.4% | -20.5% |
| 30D | -34.7% | +37.5% | -72.2% | -43.3% |
| 3M | -46.1% | +35.2% | -81.3% | -53.6% |
| 6M | -64.9% | +42.2% | -107.1% | -71.1% |
| YTD | -36.6% | +3.6% | -40.1% | -41.4% |
| 1Y | -50.0% | -4.8% | -45.2% | -51.0% |
| 3Y | +190.1% | +48.3% | +141.8% | +109.5% |
| All | +220.6% | +41.7% | +178.9% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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