+19.3%
PG vs APLD
+264.5%
-245.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.1% |
| 7D | +0.6% | +19.6% | -19.1% | +0.9% |
| 30D | +10.5% | -24.5% | +35.0% | +10.2% |
| 3M | +17.4% | -45.6% | +63.0% | +16.6% |
| 6M | +18.4% | -61.4% | +79.8% | +17.4% |
| YTD | +20.7% | -30.9% | +51.5% | +20.8% |
| 1Y | +16.8% | -35.8% | +52.6% | +17.0% |
| All | +19.3% | +264.5% | -245.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling