+520.7%
PTC vs PSLV
+115.4%
+405.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.4% |
| 7D | -12.8% | +2.7% | -15.5% | -13.1% |
| 30D | -9.8% | +3.5% | -13.2% | -10.2% |
| 3M | -2.1% | +0.3% | -2.3% | -2.4% |
| 6M | -18.1% | -21.0% | +2.9% | -16.4% |
| YTD | -23.5% | -8.9% | -14.6% | -25.2% |
| 1Y | -37.4% | +54.0% | -91.3% | -43.8% |
| 3Y | -7.2% | +175.4% | -182.7% | -25.1% |
| 5Y | +2.7% | +157.7% | -155.0% | -17.0% |
| 10Y | +203.4% | +184.9% | +18.5% | +136.9% |
| All | +520.7% | +115.4% | +405.3% | +357.2% |
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