+431.5%
APLD vs PNR
+14.9%
+416.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -3.9% |
| 7D | -0.5% | -5.5% | +5.0% | +4.1% |
| 30D | -13.2% | -15.6% | +2.4% | -0.9% |
| 3M | -33.8% | -20.2% | -13.6% | -23.5% |
| 6M | -5.9% | -36.6% | +30.7% | +35.1% |
| YTD | +5.1% | -45.0% | +50.1% | +68.8% |
| 1Y | +51.8% | -47.4% | +99.3% | +152.2% |
| 3Y | +397.7% | -13.7% | +411.4% | +392.6% |
| All | +431.5% | +14.9% | +416.7% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling