+26.6%
PSA vs MOD
+815.4%
-788.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.1% | +16.1% | -18.2% | -2.7% |
| 30D | +15.6% | -38.5% | +54.1% | +17.9% |
| 3M | +4.1% | -46.8% | +50.9% | +6.8% |
| 6M | +9.2% | -61.6% | +70.8% | +13.5% |
| YTD | +32.3% | -20.5% | +52.8% | +31.0% |
| 1Y | +26.2% | -28.0% | +54.2% | +25.3% |
| 3Y | +53.7% | +134.9% | -81.3% | +29.5% |
| 5Y | +26.6% | +833.2% | -806.6% | -5.0% |
| All | +26.6% | +815.4% | -788.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling