+483.7%
APLD vs PSA
-9.4%
+493.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +16.6% | -0.4% | +17.0% | +16.8% |
| 30D | -3.1% | -8.2% | +5.0% | +1.6% |
| 3M | -30.9% | -2.1% | -28.7% | -31.4% |
| 6M | +12.6% | -0.2% | +12.8% | +10.6% |
| YTD | +15.5% | +18.5% | -3.0% | +2.5% |
| 1Y | +103.5% | +6.6% | +96.9% | +90.7% |
| 3Y | +446.5% | +24.5% | +422.1% | +323.9% |
| All | +483.7% | -9.4% | +493.2% | +420.7% |
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