-75.9%
PCG vs PSLV
+189.7%
-265.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.4% |
| 7D | +0.5% | -4.9% | +5.4% | +1.1% |
| 30D | -18.9% | -1.9% | -17.0% | -18.8% |
| 3M | -15.8% | +4.2% | -20.0% | -16.7% |
| 6M | -22.6% | -27.6% | +5.0% | -19.5% |
| YTD | -12.2% | -11.7% | -0.5% | -14.6% |
| 1Y | -7.1% | +49.3% | -56.4% | -19.7% |
| 3Y | -15.8% | +167.1% | -183.0% | -37.5% |
| 5Y | +53.3% | +151.7% | -98.4% | +13.5% |
| All | -75.9% | +189.7% | -265.6% | -84.8% |
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