+394.8%
APLD vs PGR
+73.8%
+321.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -4.9% |
| 7D | -0.5% | -3.4% | +2.9% | -1.7% |
| 30D | -13.2% | +1.8% | -15.0% | -12.3% |
| 3M | -33.8% | +5.9% | -39.7% | -31.9% |
| 6M | -5.9% | +4.6% | -10.5% | -2.7% |
| YTD | +5.1% | +1.1% | +4.1% | +9.0% |
| 1Y | +51.8% | -6.6% | +58.4% | +58.8% |
| All | +394.8% | +73.8% | +321.0% | +533.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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