+483.7%
APLD vs PFG
+85.7%
+398.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.7% |
| 7D | +16.6% | +6.0% | +10.6% | +9.7% |
| 30D | -3.1% | +2.2% | -5.3% | -5.6% |
| 3M | -30.9% | +10.4% | -41.2% | -38.5% |
| 6M | +12.6% | +27.8% | -15.2% | -13.7% |
| YTD | +15.5% | +33.6% | -18.2% | -17.0% |
| 1Y | +103.5% | +49.3% | +54.2% | +27.2% |
| 3Y | +446.5% | +69.7% | +376.8% | +190.9% |
| All | +483.7% | +85.7% | +398.1% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling