+229.3%
APLD vs PWR
+352.3%
-123.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.1% |
| 7D | +2.7% | +11.3% | -8.6% | -8.1% |
| 30D | -21.4% | -8.9% | -12.6% | -13.9% |
| 3M | -47.8% | -10.5% | -37.3% | -41.8% |
| 6M | -64.9% | -22.2% | -42.7% | -54.5% |
| YTD | -34.9% | +42.7% | -77.6% | -54.6% |
| 1Y | -30.7% | +41.1% | -71.9% | -50.6% |
| 3Y | +305.3% | +242.7% | +62.6% | +32.1% |
| All | +229.3% | +352.3% | -123.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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