+187.5%
RCAT vs PSLV
+148.4%
+39.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +1.1% |
| 7D | -5.4% | -4.9% | -0.5% | -4.0% |
| 30D | -24.2% | -1.9% | -22.3% | -23.8% |
| 3M | -25.8% | +4.2% | -30.0% | -26.7% |
| 6M | -44.9% | -27.6% | -17.3% | -40.6% |
| YTD | +1.9% | -11.7% | +13.6% | +3.3% |
| 1Y | -5.2% | +49.3% | -54.5% | -13.6% |
| 3Y | +759.6% | +167.1% | +592.4% | +633.8% |
| 5Y | +187.5% | +151.7% | +35.9% | +126.5% |
| All | +187.5% | +148.4% | +39.1% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling