+305.3%
APLD vs PFG
+82.7%
+222.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -6.2% |
| 7D | +2.7% | +2.4% | +0.3% | +1.0% |
| 30D | -21.4% | +5.9% | -27.3% | -24.8% |
| 3M | -47.8% | -0.4% | -47.4% | -48.0% |
| 6M | -64.9% | +14.8% | -79.7% | -69.2% |
| YTD | -34.9% | +31.9% | -66.8% | -49.8% |
| 1Y | -30.7% | +38.8% | -69.6% | -49.4% |
| 3Y | +305.3% | +82.4% | +222.9% | +112.9% |
| All | +305.3% | +82.7% | +222.7% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling