+244.7%
APLD vs PFGC
+126.1%
+118.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.6% | +5.4% |
| 7D | +3.1% | +10.8% | -7.8% | -3.8% |
| 30D | -29.4% | +17.8% | -47.2% | -36.8% |
| 3M | -42.8% | -2.7% | -40.1% | -42.6% |
| 6M | -59.5% | +20.0% | -79.5% | -65.3% |
| YTD | -31.8% | +24.3% | -56.1% | -42.2% |
| 1Y | -46.0% | +13.2% | -59.2% | -51.9% |
| 3Y | +252.0% | +85.9% | +166.1% | +119.1% |
| All | +244.7% | +126.1% | +118.6% | +72.0% |
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