+73.5%
CART vs PSLV
+110.1%
-36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.3% |
| 7D | +0.3% | +3.9% | -3.6% | 0.0% |
| 30D | +22.4% | -16.3% | +38.8% | +24.0% |
| 3M | +15.6% | -23.0% | +38.6% | +17.7% |
| 6M | +44.9% | -36.5% | +81.4% | +49.3% |
| YTD | +30.0% | -29.6% | +59.6% | +28.8% |
| 1Y | +56.6% | -0.5% | +57.2% | +45.9% |
| 3Y | +131.9% | +120.1% | +11.8% | +80.7% |
| All | +73.5% | +110.1% | -36.6% | +37.0% |
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