+444.7%
APLD vs PGR
+107.8%
+336.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.6% |
| 7D | +0.2% | -0.6% | +0.8% | +0.1% |
| 30D | -15.2% | +4.9% | -20.1% | -14.4% |
| 3M | -36.3% | +7.6% | -43.9% | -35.6% |
| 6M | -7.4% | +8.3% | -15.6% | -6.1% |
| YTD | +7.7% | +1.7% | +6.0% | +9.5% |
| 1Y | +53.8% | -6.8% | +60.6% | +57.6% |
| 3Y | +407.1% | +73.4% | +333.7% | +396.5% |
| All | +444.7% | +107.8% | +336.9% | +309.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling