-13.1%
PCOR vs PSLV
+73.7%
-86.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.0% |
| 7D | +22.2% | +6.3% | +15.9% | +21.1% |
| 30D | +36.0% | -13.0% | +49.0% | +38.8% |
| 3M | +34.0% | -16.9% | +50.9% | +37.4% |
| 6M | +43.5% | -34.0% | +77.5% | +51.8% |
| YTD | +5.1% | -26.8% | +32.0% | +1.9% |
| 1Y | -3.9% | +7.7% | -11.6% | -18.7% |
| 3Y | +52.9% | +125.3% | -72.3% | -4.7% |
| 5Y | -18.7% | +103.8% | -122.4% | -50.9% |
| All | -13.1% | +73.7% | -86.8% | -48.1% |
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