+164.4%
APLD vs PCOR
+44.3%
+120.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | 0.0% | -14.7% | -14.7% |
| 7D | -27.0% | +23.7% | -50.7% | -31.1% |
| 30D | -44.1% | +39.0% | -83.1% | -48.9% |
| 3M | -52.6% | +35.8% | -88.3% | -56.8% |
| 6M | -64.5% | +38.2% | -102.7% | -67.9% |
| YTD | -42.2% | +3.9% | -46.1% | -42.0% |
| 1Y | -57.2% | +5.7% | -62.9% | -57.3% |
| All | +164.4% | +44.3% | +120.1% | +97.9% |
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 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