+443.7%
APLD vs PFG
+88.3%
+355.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +3.3% |
| 7D | +4.1% | +5.5% | -1.5% | -1.5% |
| 30D | -11.7% | +2.4% | -14.1% | -14.1% |
| 3M | -40.3% | +13.6% | -53.9% | -48.5% |
| 6M | -8.0% | +27.9% | -35.8% | -29.3% |
| YTD | +7.5% | +35.6% | -28.0% | -23.7% |
| 1Y | +84.0% | +48.5% | +35.6% | +16.2% |
| 3Y | +356.2% | +66.9% | +289.4% | +149.3% |
| All | +443.7% | +88.3% | +355.4% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling