-18.3%
PCG vs PSLV
+110.4%
-128.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.3% |
| 7D | +2.2% | -6.3% | +8.5% | +2.5% |
| 30D | +0.8% | -12.7% | +13.4% | +1.4% |
| 3M | -23.8% | -24.7% | +1.0% | -22.7% |
| 6M | -19.6% | -44.6% | +25.0% | -17.2% |
| YTD | -16.7% | -33.3% | +16.5% | -17.5% |
| 1Y | -19.4% | -8.6% | -10.8% | -23.5% |
| 3Y | -18.3% | +108.2% | -126.5% | -35.2% |
| All | -18.3% | +110.4% | -128.7% | -35.2% |
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