+9.3%
PCG vs PSLV
+79.9%
-70.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.4% |
| 7D | +2.2% | -6.3% | +8.5% | +2.7% |
| 30D | +0.8% | -12.7% | +13.4% | +2.0% |
| 3M | -23.8% | -24.7% | +1.0% | -21.9% |
| 6M | -19.6% | -44.6% | +25.0% | -15.3% |
| YTD | -16.7% | -33.3% | +16.5% | -17.1% |
| 1Y | -19.4% | -8.6% | -10.8% | -24.6% |
| 3Y | -18.3% | +108.2% | -126.5% | -37.8% |
| All | +9.3% | +79.9% | -70.6% | -19.4% |
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 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