+200.2%
PTC vs PSLV
+190.6%
+9.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -7.3% | -3.5% | -3.8% | -6.9% |
| 30D | -11.6% | -2.1% | -9.5% | -11.4% |
| 3M | +10.5% | -1.6% | +12.1% | +10.5% |
| 6M | -17.8% | -25.5% | +7.7% | -15.2% |
| YTD | -24.9% | -11.4% | -13.5% | -27.3% |
| 1Y | -36.8% | +48.6% | -85.4% | -45.5% |
| 3Y | -8.7% | +166.9% | -175.6% | -32.7% |
| 5Y | +4.1% | +152.4% | -148.3% | -23.5% |
| All | +200.2% | +190.6% | +9.6% | +96.5% |
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