+244.7%
APLD vs PTC
+95.2%
+149.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.3% |
| 7D | +3.1% | +0.8% | +2.3% | +2.6% |
| 30D | -29.4% | +0.7% | -30.1% | -29.6% |
| 3M | -42.8% | +32.6% | -75.4% | -54.8% |
| 6M | -59.5% | +33.6% | -93.0% | -69.5% |
| YTD | -31.8% | +12.4% | -44.2% | -40.7% |
| 1Y | -46.0% | +11.2% | -57.2% | -52.4% |
| 3Y | +252.0% | +31.7% | +220.3% | +144.5% |
| All | +244.7% | +95.2% | +149.5% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling