+1,569.7%
MOD vs PSLV
+153.7%
+1,416.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | +6.3% | +2.7% | +3.7% | +5.7% |
| 30D | -1.7% | +3.5% | -5.1% | -2.5% |
| 3M | -30.1% | +0.3% | -30.4% | -30.4% |
| 6M | +2.7% | -21.0% | +23.7% | +6.7% |
| YTD | +44.1% | -8.9% | +53.0% | +38.3% |
| 1Y | +38.7% | +54.0% | -15.2% | +15.5% |
| 3Y | +309.8% | +175.4% | +134.3% | +195.6% |
| 5Y | +1,569.7% | +157.7% | +1,412.0% | +1,020.1% |
| All | +1,569.7% | +153.7% | +1,416.0% | +1,020.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling