+243.9%
APLD vs PTC
+95.9%
+148.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -6.3% | +1.3% | -7.6% | -7.0% |
| 30D | -29.6% | +1.1% | -30.6% | -29.9% |
| 3M | -42.6% | +30.1% | -72.7% | -53.9% |
| 6M | -59.6% | +34.0% | -93.6% | -69.6% |
| YTD | -32.0% | +12.8% | -44.8% | -41.0% |
| 1Y | -46.9% | +10.7% | -57.7% | -52.8% |
| 3Y | +255.7% | +29.6% | +226.0% | +153.0% |
| All | +243.9% | +95.9% | +148.0% | +58.7% |
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