-32.6%
MOD vs PSLV
+7.9%
-40.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.0% | -27.4% | -22.7% |
| 7D | -31.3% | -2.6% | -28.7% | -31.0% |
| 30D | -46.1% | -14.2% | -32.0% | -44.1% |
| 3M | -51.1% | -12.2% | -38.9% | -49.5% |
| 6M | -62.1% | -28.1% | -34.0% | -59.4% |
| YTD | -26.2% | -28.2% | +2.0% | -29.8% |
| 1Y | -32.6% | +9.1% | -41.7% | -50.8% |
| All | -32.6% | +7.9% | -40.4% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling