+244.7%
APLD vs PFG
+86.2%
+158.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.5% | +3.7% |
| 7D | +3.1% | +2.3% | +0.8% | +0.9% |
| 30D | -29.4% | +7.6% | -37.0% | -34.3% |
| 3M | -42.8% | +2.5% | -45.3% | -44.7% |
| 6M | -59.5% | +16.6% | -76.1% | -66.2% |
| YTD | -31.8% | +34.1% | -65.9% | -51.4% |
| 1Y | -46.0% | +44.1% | -90.1% | -64.7% |
| 3Y | +252.0% | +86.3% | +165.7% | +66.2% |
| All | +244.7% | +86.2% | +158.5% | +38.9% |
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