-6.5%
PG vs APLD
+64.6%
-71.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -1.5% | -13.2% | +11.6% | -1.9% |
| 3M | -3.4% | -33.8% | +30.4% | -4.1% |
| 6M | -7.0% | -5.9% | -1.1% | -6.2% |
| YTD | +2.0% | +5.1% | -3.2% | +4.7% |
| 1Y | -6.5% | +51.8% | -58.3% | +0.9% |
| All | -6.5% | +64.6% | -71.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling