+689.0%
MOD vs PSLV
+67.3%
+621.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +8.2% | -1.5% | +9.7% | +8.6% |
| 30D | -38.2% | -15.2% | -22.9% | -36.1% |
| 3M | -46.2% | -21.4% | -24.8% | -43.6% |
| 6M | -62.5% | -39.9% | -22.6% | -58.8% |
| YTD | -20.1% | -29.3% | +9.2% | -17.4% |
| 1Y | -29.7% | -1.6% | -28.1% | -32.0% |
| 3Y | +136.2% | +121.3% | +14.9% | +94.9% |
| 5Y | +820.4% | +89.9% | +730.5% | +668.8% |
| 10Y | +839.8% | +152.0% | +687.9% | +632.6% |
| All | +689.0% | +67.3% | +621.7% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling