+611.7%
MO vs PSLV
+109.5%
+502.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.2% |
| 30D | +7.1% | -2.1% | +9.3% | +7.2% |
| 3M | -2.0% | -1.6% | -0.3% | -2.0% |
| 6M | +7.3% | -25.5% | +32.8% | +8.2% |
| YTD | +23.5% | -11.4% | +34.9% | +22.6% |
| 1Y | +11.0% | +48.6% | -37.6% | +7.1% |
| 3Y | +95.0% | +166.9% | -71.9% | +80.8% |
| 5Y | +100.6% | +152.4% | -51.8% | +85.8% |
| 10Y | +114.5% | +187.8% | -73.2% | +95.1% |
| All | +611.7% | +109.5% | +502.2% | +504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling