+269.3%
APLD vs PSA
+1.8%
+267.4%
-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% | +7.4% | +7.4% |
| 7D | +7.8% | -2.1% | +9.9% | +9.0% |
| 30D | -23.0% | +16.2% | -39.2% | -29.7% |
| 3M | -39.7% | +4.3% | -44.0% | -41.5% |
| 6M | -59.8% | +9.9% | -69.7% | -62.9% |
| YTD | -27.0% | +33.3% | -60.2% | -39.7% |
| 1Y | -37.3% | +25.8% | -63.1% | -46.6% |
| 3Y | +281.9% | +54.8% | +227.1% | +150.6% |
| All | +269.3% | +1.8% | +267.4% | +206.6% |
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