"Bad Day" is one of two previously unreleased songs on and the lead single from R.E.M.'s 2003 compilation In Time: The Best of R.E.M. 1988–2003.The song first appeared in 1985, when Michael Stipe sang a few words of it during a concert in Albany, New York, as part of the Reconstruction tour. Then, around the time of Lifes Rich Pageant, the song emerged in a more polished version with the title "PSA"—an abbreviation for "public service announcement".
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