+373.4%
APLD vs PRU
+47.2%
+326.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.5% |
| 7D | +4.1% | +1.9% | +2.2% | +2.5% |
| 30D | -11.7% | +2.7% | -14.4% | -13.8% |
| 3M | -40.3% | +19.5% | -59.7% | -49.2% |
| 6M | -8.0% | +26.6% | -34.6% | -25.4% |
| YTD | +7.5% | +12.3% | -4.8% | -4.1% |
| 1Y | +84.0% | +18.0% | +66.0% | +55.3% |
| All | +373.4% | +47.2% | +326.3% | +190.5% |
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