-1.8%
CARR vs PSLV
+7.9%
-9.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | -0.2% |
| 7D | -0.7% | -2.6% | +2.0% | -0.4% |
| 30D | +0.3% | -14.2% | +14.5% | +2.1% |
| 3M | -14.9% | -12.2% | -2.7% | -13.7% |
| 6M | -14.9% | -28.1% | +13.2% | -11.9% |
| YTD | +7.0% | -28.2% | +35.2% | +11.0% |
| 1Y | -1.8% | +9.1% | -10.9% | +1.2% |
| All | -1.8% | +7.9% | -9.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling