+269.3%
APLD vs PFGC
+125.0%
+144.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +7.8% | +1.5% | +6.3% | +6.9% |
| 30D | -23.0% | +17.4% | -40.4% | -31.0% |
| 3M | -39.7% | -2.4% | -37.3% | -39.6% |
| 6M | -59.8% | +18.2% | -78.1% | -65.3% |
| YTD | -27.0% | +23.7% | -50.6% | -37.9% |
| 1Y | -37.3% | +15.0% | -52.3% | -44.7% |
| 3Y | +281.9% | +82.3% | +199.5% | +140.7% |
| All | +269.3% | +125.0% | +144.3% | +84.8% |
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