-10.2%
PTC vs PSLV
+165.1%
-175.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.1% |
| 7D | -14.2% | -4.9% | -9.4% | -14.2% |
| 30D | -14.4% | -1.9% | -12.6% | -14.4% |
| 3M | -4.7% | +4.2% | -8.9% | -4.6% |
| 6M | -19.3% | -27.6% | +8.3% | -18.8% |
| YTD | -26.1% | -11.7% | -14.4% | -27.7% |
| 1Y | -37.1% | +49.3% | -86.4% | -41.1% |
| All | -10.2% | +165.1% | -175.3% | -19.7% |
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