-99.8%
RCAT vs PSLV
+117.0%
-216.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -3.3% | +7.3% | -10.6% | -4.9% |
| 3M | -43.2% | -7.4% | -35.8% | -42.1% |
| 6M | -43.2% | -20.3% | -22.9% | -40.4% |
| YTD | +5.5% | -8.2% | +13.8% | +6.3% |
| 1Y | -1.6% | +57.9% | -59.6% | -10.9% |
| 3Y | +773.7% | +162.1% | +611.6% | +619.1% |
| 5Y | +187.6% | +151.2% | +36.5% | +135.6% |
| 10Y | -98.5% | +191.7% | -290.1% | -98.8% |
| All | -99.8% | +117.0% | -216.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling