+54.9%
PSA vs MOD
+138.1%
-83.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | +0.8% | -17.8% | +18.6% | +0.9% |
| 30D | +15.9% | -43.2% | +59.1% | +16.8% |
| 3M | +4.2% | -46.0% | +50.2% | +5.0% |
| 6M | +10.1% | -62.2% | +72.4% | +11.7% |
| YTD | +33.3% | -22.8% | +56.1% | +32.6% |
| 1Y | +28.2% | -35.5% | +63.7% | +27.9% |
| 3Y | +54.9% | +128.2% | -73.4% | +14.6% |
| All | +54.9% | +138.1% | -83.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling