+244.7%
APLD vs PSA
+2.6%
+242.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.4% |
| 7D | +3.1% | +1.5% | +1.6% | +2.2% |
| 30D | -29.4% | +16.7% | -46.1% | -35.6% |
| 3M | -42.8% | +4.0% | -46.8% | -44.4% |
| 6M | -59.5% | +10.9% | -70.3% | -62.7% |
| YTD | -31.8% | +34.2% | -66.0% | -43.9% |
| 1Y | -46.0% | +26.6% | -72.7% | -54.3% |
| 3Y | +252.0% | +54.7% | +197.3% | +131.8% |
| All | +244.7% | +2.6% | +242.2% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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