+220.6%
APLD vs PDD
+99.3%
+121.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.1% | +10.8% | +10.0% |
| 7D | -12.7% | +5.6% | -18.3% | -14.1% |
| 30D | -34.7% | +5.8% | -40.5% | -35.8% |
| 3M | -46.1% | -8.6% | -37.5% | -45.3% |
| 6M | -64.9% | -18.8% | -46.0% | -63.5% |
| YTD | -36.6% | -26.8% | -9.8% | -32.1% |
| 1Y | -50.0% | -39.3% | -10.7% | -44.1% |
| 3Y | +190.1% | -22.5% | +212.6% | +195.0% |
| All | +220.6% | +99.3% | +121.3% | +131.6% |
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