+361.8%
PCAR vs PSLV
+189.7%
+172.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.0% |
| 30D | -7.3% | -1.9% | -5.4% | -7.1% |
| 3M | +7.8% | +4.2% | +3.6% | +7.1% |
| 6M | +3.6% | -27.6% | +31.2% | +6.7% |
| YTD | +12.9% | -11.7% | +24.5% | +12.1% |
| 1Y | +27.3% | +49.3% | -22.0% | +18.3% |
| 3Y | +61.9% | +167.1% | -105.3% | +38.1% |
| 5Y | +164.2% | +151.7% | +12.5% | +123.9% |
| All | +361.8% | +189.7% | +172.1% | +261.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling