-39.5%
PCOR vs PSLV
+109.7%
-149.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.9% |
| 7D | -12.2% | -4.9% | -7.3% | -11.5% |
| 30D | -9.4% | -1.9% | -7.5% | -9.2% |
| 3M | +22.2% | +4.2% | +18.0% | +21.0% |
| 6M | -7.3% | -27.6% | +20.3% | -3.1% |
| YTD | -26.8% | -11.7% | -15.2% | -30.9% |
| 1Y | -22.2% | +49.3% | -71.6% | -39.5% |
| 3Y | -19.1% | +167.1% | -186.2% | -50.6% |
| 5Y | -42.4% | +151.7% | -194.1% | -66.7% |
| All | -39.5% | +109.7% | -149.3% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling