+220.6%
APLD vs PSA
+2.4%
+218.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +10.2% |
| 7D | -12.7% | +3.9% | -16.6% | -14.7% |
| 30D | -34.7% | +19.7% | -54.4% | -41.4% |
| 3M | -46.1% | +4.3% | -50.4% | -47.7% |
| 6M | -64.9% | +11.4% | -76.2% | -67.8% |
| YTD | -36.6% | +33.9% | -70.5% | -47.8% |
| 1Y | -50.0% | +28.3% | -78.2% | -58.0% |
| 3Y | +190.1% | +53.5% | +136.6% | +92.2% |
| All | +220.6% | +2.4% | +218.3% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling