+269.3%
APLD vs PDD
+89.7%
+179.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.5% |
| 7D | +7.8% | -3.8% | +11.6% | +8.6% |
| 30D | -23.0% | -2.4% | -20.6% | -22.9% |
| 3M | -39.7% | -12.7% | -27.0% | -38.1% |
| 6M | -59.8% | -20.0% | -39.8% | -58.2% |
| YTD | -27.0% | -30.3% | +3.4% | -20.9% |
| 1Y | -37.3% | -42.4% | +5.1% | -29.2% |
| 3Y | +281.9% | -27.5% | +309.4% | +294.1% |
| All | +269.3% | +89.7% | +179.6% | +169.6% |
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