-16.0%
PCG vs PSLV
+7.9%
-23.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.2% | +0.7% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | +8.5% | -14.2% | +22.7% | +8.8% |
| 3M | -22.9% | -12.2% | -10.6% | -22.7% |
| 6M | -16.8% | -28.1% | +11.3% | -16.3% |
| YTD | -15.8% | -28.2% | +12.4% | -16.8% |
| 1Y | -16.0% | +9.1% | -25.1% | -23.7% |
| All | -16.0% | +7.9% | -23.9% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling