+0.5%
PG vs APLD
+477.4%
-476.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.0% |
| 7D | -3.4% | +9.0% | -12.3% | -3.4% |
| 30D | -2.6% | -6.6% | +4.0% | -2.6% |
| 3M | -3.3% | -35.2% | +31.9% | -3.4% |
| 6M | -6.7% | +0.4% | -7.1% | -6.7% |
| YTD | +1.7% | +10.7% | -8.9% | +1.8% |
| 1Y | -7.9% | +78.6% | -86.5% | -7.9% |
| 3Y | +0.9% | +423.9% | -423.0% | -0.4% |
| All | +0.5% | +477.4% | -476.9% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling