-60.3%
PCG vs PSLV
+117.0%
-177.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -13.9% | -0.6% | -13.2% | -13.8% |
| 30D | -16.9% | +7.3% | -24.1% | -17.5% |
| 3M | -14.7% | -7.4% | -7.3% | -14.3% |
| 6M | -23.8% | -20.3% | -3.5% | -22.5% |
| YTD | -10.5% | -8.2% | -2.3% | -11.9% |
| 1Y | -5.1% | +57.9% | -63.0% | -12.9% |
| 3Y | -11.6% | +162.1% | -173.7% | -24.3% |
| 5Y | +59.0% | +151.2% | -92.1% | +35.6% |
| 10Y | -75.7% | +191.7% | -267.4% | -80.2% |
| All | -60.3% | +117.0% | -177.3% | -68.3% |
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