+54.2%
PCG vs PSLV
+161.1%
-106.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.5% |
| 7D | +6.5% | +3.3% | +3.1% | +6.1% |
| 30D | -16.7% | +2.1% | -18.9% | -16.9% |
| 3M | -14.2% | +7.1% | -21.3% | -14.9% |
| 6M | -21.5% | -21.6% | +0.1% | -19.9% |
| YTD | -11.2% | -6.7% | -4.5% | -14.2% |
| 1Y | -4.2% | +59.3% | -63.5% | -17.3% |
| 3Y | -14.9% | +182.1% | -197.0% | -37.3% |
| 5Y | +54.2% | +162.6% | -108.4% | +10.8% |
| All | +54.2% | +161.1% | -106.8% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling