+190.1%
APLD vs PFGC
+77.4%
+112.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +10.6% |
| 7D | -12.7% | +8.5% | -21.2% | -16.9% |
| 30D | -34.7% | +15.0% | -49.7% | -40.1% |
| 3M | -46.1% | -6.2% | -39.9% | -44.7% |
| 6M | -64.9% | +15.7% | -80.6% | -69.2% |
| YTD | -36.6% | +19.6% | -56.1% | -45.0% |
| 1Y | -50.0% | +13.2% | -63.2% | -55.6% |
| 3Y | +190.1% | +77.0% | +113.2% | +86.6% |
| All | +190.1% | +77.4% | +112.7% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling