-98.5%
RCAT vs PSLV
+190.6%
-289.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -4.9% | -3.5% | -1.4% | -3.7% |
| 30D | -22.9% | -2.1% | -20.7% | -22.3% |
| 3M | -33.7% | -1.6% | -32.1% | -33.4% |
| 6M | -50.7% | -25.5% | -25.2% | -45.0% |
| YTD | +0.4% | -11.4% | +11.8% | +0.1% |
| 1Y | -27.6% | +48.6% | -76.2% | -42.6% |
| 3Y | +753.2% | +166.9% | +586.3% | +413.5% |
| 5Y | +183.3% | +152.4% | +30.9% | +67.7% |
| All | -98.5% | +190.6% | -289.1% | -99.5% |
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 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