+59.6%
PCAR vs PSLV
+179.9%
-120.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | -0.2% | +3.3% | -3.5% | -0.5% |
| 30D | -6.9% | +2.1% | -9.0% | -7.1% |
| 3M | +2.1% | +7.1% | -5.0% | +1.3% |
| 6M | +1.6% | -21.6% | +23.2% | +3.0% |
| YTD | +12.2% | -6.7% | +19.0% | +11.5% |
| 1Y | +28.0% | +59.3% | -31.2% | +22.6% |
| All | +59.6% | +179.9% | -120.3% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling