+483.7%
APLD vs PGR
+105.2%
+378.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +7.0% |
| 7D | +16.6% | -2.6% | +19.1% | +16.1% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | -30.9% | +7.4% | -38.2% | -30.1% |
| 6M | +12.6% | +2.1% | +10.5% | +13.9% |
| YTD | +15.5% | +0.5% | +15.0% | +17.0% |
| 1Y | +103.5% | -6.9% | +110.5% | +107.8% |
| 3Y | +446.5% | +73.2% | +373.4% | +433.2% |
| All | +483.7% | +105.2% | +378.5% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling