+1,445.3%
MOD vs PSLV
+189.7%
+1,255.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -2.5% |
| 7D | -3.9% | -4.9% | +0.9% | -2.9% |
| 30D | -9.6% | -1.9% | -7.7% | -9.3% |
| 3M | -30.6% | +4.2% | -34.8% | -31.4% |
| 6M | -10.9% | -27.6% | +16.7% | -5.7% |
| YTD | +34.3% | -11.7% | +45.9% | +31.5% |
| 1Y | +18.3% | +49.3% | -31.0% | +2.0% |
| 3Y | +281.9% | +167.1% | +114.8% | +187.7% |
| 5Y | +1,486.4% | +151.7% | +1,334.7% | +1,083.3% |
| All | +1,445.3% | +189.7% | +1,255.6% | +885.2% |
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