+243.9%
APLD vs PDD
+90.6%
+153.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -6.3% | -1.0% | -5.4% | -6.4% |
| 30D | -29.6% | -2.4% | -27.2% | -29.5% |
| 3M | -42.6% | -14.6% | -28.0% | -40.8% |
| 6M | -59.6% | -19.6% | -39.9% | -58.0% |
| YTD | -32.0% | -30.0% | -2.0% | -26.5% |
| 1Y | -46.9% | -42.5% | -4.4% | -40.0% |
| 3Y | +255.7% | -27.2% | +282.8% | +266.6% |
| All | +243.9% | +90.6% | +153.3% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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