+220.6%
APLD vs PFGC
+117.5%
+103.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +10.8% |
| 7D | -12.7% | +8.5% | -21.2% | -17.9% |
| 30D | -34.7% | +15.0% | -49.7% | -41.0% |
| 3M | -46.1% | -6.2% | -39.9% | -45.0% |
| 6M | -64.9% | +15.7% | -80.6% | -69.3% |
| YTD | -36.6% | +19.6% | -56.1% | -45.1% |
| 1Y | -50.0% | +13.2% | -63.2% | -55.6% |
| 3Y | +190.1% | +77.0% | +113.2% | +85.5% |
| All | +220.6% | +117.5% | +103.1% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling