+192.2%
APLD vs PRU
+33.2%
+158.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.3% | -11.4% | -11.5% |
| 7D | -27.0% | +4.8% | -31.8% | -30.6% |
| 30D | -44.1% | +7.9% | -51.9% | -48.7% |
| 3M | -52.6% | +3.1% | -55.7% | -54.7% |
| 6M | -64.5% | +25.2% | -89.7% | -72.8% |
| YTD | -42.2% | +12.7% | -55.0% | -50.7% |
| 1Y | -57.2% | +23.5% | -80.7% | -67.2% |
| 3Y | +159.5% | +50.6% | +108.9% | +43.2% |
| All | +192.2% | +33.2% | +158.9% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling