+330.2%
APLD vs PSLV
+115.3%
+214.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -3.1% |
| 7D | +19.6% | -4.3% | +23.9% | +23.1% |
| 30D | -24.5% | -16.6% | -7.8% | -15.0% |
| 3M | -45.6% | -24.6% | -21.0% | -34.6% |
| 6M | -61.4% | -42.5% | -18.9% | -45.7% |
| YTD | -30.9% | -31.7% | +0.8% | -22.7% |
| 1Y | -35.8% | -8.7% | -27.2% | -47.6% |
| All | +330.2% | +115.3% | +214.9% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling