-63.1%
PCG vs PSLV
+57.8%
-120.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.4% |
| 7D | +2.2% | -6.3% | +8.5% | +2.8% |
| 30D | +0.8% | -12.7% | +13.4% | +2.0% |
| 3M | -23.8% | -24.7% | +1.0% | -21.8% |
| 6M | -19.6% | -44.6% | +25.0% | -15.2% |
| YTD | -16.7% | -33.3% | +16.5% | -15.6% |
| 1Y | -19.4% | -8.6% | -10.8% | -21.5% |
| 3Y | -18.3% | +108.2% | -126.5% | -28.7% |
| 5Y | +10.4% | +79.1% | -68.7% | -2.8% |
| 10Y | -76.1% | +137.7% | -213.8% | -80.0% |
| All | -63.1% | +57.8% | -120.9% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling