+330.2%
APLD vs PNR
+15.6%
+314.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -4.4% |
| 7D | +19.6% | -2.3% | +22.0% | +21.2% |
| 30D | -24.5% | +29.3% | -53.7% | -36.3% |
| 3M | -45.6% | +4.1% | -49.7% | -47.5% |
| 6M | -61.4% | -8.6% | -52.8% | -60.2% |
| YTD | -30.9% | -33.6% | +2.7% | -10.0% |
| 1Y | -35.8% | -36.4% | +0.5% | -13.6% |
| All | +330.2% | +15.6% | +314.6% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling