+35.8%
PCAR vs PSLV
+110.4%
-74.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +4.9% | -6.3% | +11.2% | +5.6% |
| 30D | -1.4% | -12.7% | +11.2% | -0.1% |
| 3M | -18.1% | -24.7% | +6.6% | -16.0% |
| 6M | -4.0% | -44.6% | +40.6% | +0.9% |
| YTD | -1.5% | -33.3% | +31.8% | +0.9% |
| 1Y | +13.2% | -8.6% | +21.8% | +13.4% |
| 3Y | +35.8% | +108.2% | -72.4% | +25.4% |
| All | +35.8% | +110.4% | -74.6% | +25.4% |
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 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