-8.0%
APLD vs PFG
+27.7%
-35.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.7% |
| 7D | +4.1% | +5.5% | -1.5% | +0.5% |
| 30D | -11.7% | +2.4% | -14.1% | -13.2% |
| 3M | -40.3% | +13.6% | -53.9% | -48.3% |
| 6M | -8.0% | +27.9% | -35.8% | -36.1% |
| All | -8.0% | +27.7% | -35.7% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling