+48.3%
PCOR vs PSLV
+113.4%
-65.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +22.7% | +5.1% | +17.6% | +22.2% |
| 30D | +37.5% | -13.3% | +50.8% | +39.0% |
| 3M | +35.2% | -16.5% | +51.7% | +36.9% |
| 6M | +42.2% | -32.8% | +75.0% | +46.2% |
| YTD | +3.6% | -28.8% | +32.4% | -0.1% |
| 1Y | -4.8% | +5.8% | -10.6% | -18.0% |
| 3Y | +48.3% | +114.8% | -66.5% | +0.7% |
| All | +48.3% | +113.4% | -65.1% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling