+146.5%
MOD vs PSLV
+125.0%
+21.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +9.2% |
| 7D | -13.9% | +6.3% | -20.3% | -15.6% |
| 30D | -41.5% | -13.0% | -28.5% | -39.4% |
| 3M | -45.7% | -16.9% | -28.8% | -43.1% |
| 6M | -61.1% | -34.0% | -27.1% | -57.4% |
| YTD | -20.5% | -26.8% | +6.4% | -20.9% |
| 1Y | -32.1% | +7.7% | -39.8% | -40.9% |
| 3Y | +146.5% | +125.3% | +21.2% | +76.3% |
| All | +146.5% | +125.0% | +21.5% | +76.3% |
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