+459.6%
APLD vs PFG
+84.0%
+375.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.3% |
| 7D | +9.0% | +3.2% | +5.7% | +5.2% |
| 30D | -6.6% | +0.9% | -7.6% | -7.9% |
| 3M | -35.2% | +7.7% | -43.0% | -41.0% |
| 6M | +0.4% | +29.0% | -28.5% | -23.7% |
| YTD | +10.7% | +32.5% | -21.8% | -19.7% |
| 1Y | +78.6% | +47.3% | +31.2% | +13.1% |
| 3Y | +423.9% | +68.2% | +355.7% | +181.4% |
| All | +459.6% | +84.0% | +375.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling