+229.3%
APLD vs PFGC
+124.9%
+104.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.4% |
| 7D | +2.7% | +3.4% | -0.7% | +1.0% |
| 30D | -21.4% | +16.9% | -38.3% | -29.4% |
| 3M | -47.8% | +6.4% | -54.2% | -50.3% |
| 6M | -64.9% | +16.0% | -80.9% | -69.2% |
| YTD | -34.9% | +23.6% | -58.5% | -44.6% |
| 1Y | -30.7% | +16.6% | -47.3% | -39.5% |
| 3Y | +305.3% | +82.3% | +223.1% | +155.5% |
| All | +229.3% | +124.9% | +104.4% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling