+373.4%
APLD vs PDD
-17.2%
+390.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +4.1% | -4.1% | +8.1% | +5.3% |
| 30D | -11.7% | -9.6% | -2.1% | -9.2% |
| 3M | -40.3% | -4.3% | -36.0% | -39.8% |
| 6M | -8.0% | -18.8% | +10.8% | -2.6% |
| YTD | +7.5% | -27.5% | +35.0% | +17.7% |
| 1Y | +84.0% | -33.6% | +117.7% | +105.5% |
| All | +373.4% | -17.2% | +390.7% | +361.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling