+134.1%
PSA vs MOD
+920.5%
-786.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +0.8% | -17.8% | +18.6% | +1.5% |
| 30D | +15.9% | -43.2% | +59.1% | +18.7% |
| 3M | +4.2% | -46.0% | +50.2% | +6.8% |
| 6M | +10.1% | -62.2% | +72.4% | +14.4% |
| YTD | +33.3% | -22.8% | +56.1% | +32.7% |
| 1Y | +28.2% | -35.5% | +63.7% | +28.6% |
| 3Y | +54.9% | +128.2% | -73.4% | +39.4% |
| 5Y | +28.3% | +791.6% | -763.3% | +5.3% |
| 10Y | +134.1% | +886.3% | -752.3% | +82.2% |
| All | +134.1% | +920.5% | -786.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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