+63.3%
PTC vs PSLV
+79.9%
-16.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +0.5% | -6.3% | +6.8% | +0.8% |
| 30D | +1.2% | -12.7% | +13.9% | +2.0% |
| 3M | +27.4% | -24.7% | +52.1% | +29.4% |
| 6M | +39.2% | -44.6% | +83.8% | +44.1% |
| YTD | +12.5% | -33.3% | +45.8% | +10.9% |
| 1Y | +12.3% | -8.6% | +20.9% | +5.1% |
| 3Y | +28.8% | +108.2% | -79.4% | +1.0% |
| All | +63.3% | +79.9% | -16.7% | +31.8% |
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