+812.7%
MOD vs PSLV
+103.1%
+709.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +9.2% |
| 7D | -13.9% | +6.3% | -20.3% | -15.4% |
| 30D | -41.5% | -13.0% | -28.5% | -39.6% |
| 3M | -45.7% | -16.9% | -28.8% | -43.3% |
| 6M | -61.1% | -34.0% | -27.1% | -57.6% |
| YTD | -20.5% | -26.8% | +6.4% | -19.6% |
| 1Y | -32.1% | +7.7% | -39.8% | -38.1% |
| 3Y | +146.5% | +125.3% | +21.2% | +88.6% |
| 5Y | +812.7% | +103.8% | +709.0% | +542.3% |
| All | +812.7% | +103.1% | +709.7% | +542.3% |
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 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