+190.1%
APLD vs PFG
+72.1%
+118.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.7% | +11.4% | +11.0% |
| 7D | -12.7% | -0.6% | -12.1% | -12.4% |
| 30D | -34.7% | +2.0% | -36.7% | -35.8% |
| 3M | -46.1% | -3.2% | -43.0% | -45.2% |
| 6M | -64.9% | +10.9% | -75.8% | -68.4% |
| YTD | -36.6% | +28.8% | -65.4% | -50.5% |
| 1Y | -50.0% | +39.2% | -89.1% | -63.9% |
| 3Y | +190.1% | +75.0% | +115.1% | +34.5% |
| All | +190.1% | +72.1% | +118.0% | +34.5% |
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