+2.6%
CART vs PSLV
+57.7%
-55.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.9% |
| 7D | -9.5% | +3.3% | -12.8% | -9.6% |
| 30D | -7.8% | +2.1% | -9.9% | -7.9% |
| 3M | +10.4% | +7.1% | +3.3% | +10.1% |
| 6M | +20.1% | -21.6% | +41.6% | +20.9% |
| YTD | +3.7% | -6.7% | +10.4% | +2.8% |
| 1Y | +2.6% | +59.3% | -56.7% | +10.5% |
| All | +2.6% | +57.7% | -55.1% | +10.5% |
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