+483.7%
APLD vs PFGC
+95.8%
+387.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.2% | +8.5% |
| 7D | +16.6% | -2.4% | +19.0% | +18.2% |
| 30D | -3.1% | -15.8% | +12.6% | +7.1% |
| 3M | -30.9% | -0.6% | -30.3% | -32.7% |
| 6M | +12.6% | +10.7% | +1.9% | +2.3% |
| YTD | +15.5% | +7.6% | +7.8% | +7.9% |
| 1Y | +103.5% | -7.8% | +111.3% | +106.2% |
| 3Y | +446.5% | +63.7% | +382.8% | +271.6% |
| All | +483.7% | +95.8% | +387.9% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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