+229.3%
APLD vs PPG
+5.9%
+223.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | -21.4% | +17.6% | -39.0% | -32.2% |
| 3M | -47.8% | +7.5% | -55.3% | -51.5% |
| 6M | -64.9% | +17.6% | -82.5% | -69.9% |
| YTD | -34.9% | +22.6% | -57.4% | -46.7% |
| 1Y | -30.7% | +28.0% | -58.7% | -45.9% |
| 3Y | +305.3% | +1.8% | +303.5% | +283.6% |
| All | +229.3% | +5.9% | +223.4% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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