-42.0%
PCOR vs PSLV
+161.1%
-203.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.1% | -4.0% |
| 7D | -9.0% | +3.3% | -12.3% | -9.5% |
| 30D | -7.0% | +2.1% | -9.1% | -7.3% |
| 3M | +18.3% | +7.1% | +11.2% | +16.8% |
| 6M | -7.8% | -21.6% | +13.8% | -5.0% |
| YTD | -25.6% | -6.7% | -18.9% | -30.3% |
| 1Y | -22.7% | +59.3% | -82.0% | -40.5% |
| 3Y | -17.7% | +182.1% | -199.8% | -50.1% |
| 5Y | -42.0% | +162.6% | -204.7% | -67.7% |
| All | -42.0% | +161.1% | -203.1% | -67.7% |
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 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