+373.4%
APLD vs PCOR
-14.4%
+387.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.0% | +3.0% |
| 7D | +4.1% | -9.0% | +13.0% | +6.8% |
| 30D | -11.7% | +4.2% | -15.9% | -13.2% |
| 3M | -40.3% | +14.4% | -54.7% | -43.0% |
| 6M | -8.0% | +0.2% | -8.1% | -10.6% |
| YTD | +7.5% | -20.3% | +27.8% | +15.5% |
| 1Y | +84.0% | -16.1% | +100.2% | +88.8% |
| All | +373.4% | -14.4% | +387.8% | +409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling