+164.4%
APLD vs PDD
-22.3%
+186.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +2.2% | -16.9% | -15.2% |
| 7D | -27.0% | +5.9% | -32.9% | -28.3% |
| 30D | -44.1% | +7.1% | -51.2% | -45.3% |
| 3M | -52.6% | -7.7% | -44.9% | -51.8% |
| 6M | -64.5% | -13.2% | -51.2% | -63.4% |
| YTD | -42.2% | -26.0% | -16.2% | -37.5% |
| 1Y | -57.2% | -38.4% | -18.8% | -51.7% |
| All | +164.4% | -22.3% | +186.7% | +173.5% |
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