+431.5%
APLD vs PSLV
+132.6%
+298.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.3% | +0.3% | -1.6% |
| 7D | -0.5% | -4.9% | +4.4% | +2.6% |
| 30D | -13.2% | -1.9% | -11.3% | -12.1% |
| 3M | -33.8% | +4.2% | -38.0% | -35.6% |
| 6M | -5.9% | -27.6% | +21.7% | +13.8% |
| YTD | +5.1% | -11.7% | +16.8% | +0.6% |
| 1Y | +51.8% | +49.3% | +2.5% | -11.6% |
| 3Y | +397.7% | +167.1% | +230.5% | +80.5% |
| All | +431.5% | +132.6% | +298.9% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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