+443.7%
APLD vs PPG
-3.4%
+447.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.4% |
| 7D | +4.1% | -1.5% | +5.5% | +5.4% |
| 30D | -11.7% | -5.0% | -6.8% | -8.0% |
| 3M | -40.3% | +1.1% | -41.4% | -41.5% |
| 6M | -8.0% | -3.2% | -4.8% | -5.7% |
| YTD | +7.5% | +11.9% | -4.3% | -3.9% |
| 1Y | +84.0% | +5.3% | +78.7% | +70.3% |
| 3Y | +356.2% | -15.0% | +371.2% | +419.6% |
| All | +443.7% | -3.4% | +447.1% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling