+190.1%
APLD vs PRU
+46.4%
+143.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.6% | +12.4% | +11.6% |
| 7D | -12.7% | +2.4% | -15.1% | -14.6% |
| 30D | -34.7% | +6.1% | -40.8% | -38.1% |
| 3M | -46.1% | -0.7% | -45.4% | -46.4% |
| 6M | -64.9% | +22.1% | -86.9% | -70.8% |
| YTD | -36.6% | +9.8% | -46.4% | -42.8% |
| 1Y | -50.0% | +19.4% | -69.3% | -58.2% |
| 3Y | +190.1% | +50.4% | +139.7% | +39.3% |
| All | +190.1% | +46.4% | +143.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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