-25.7%
RKT vs PSLV
+118.4%
-144.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.4% |
| 7D | -1.0% | +3.3% | -4.3% | -1.8% |
| 30D | -2.4% | +2.1% | -4.5% | -3.0% |
| 3M | +1.9% | +7.1% | -5.2% | -0.2% |
| 6M | -13.9% | -21.6% | +7.7% | -9.2% |
| YTD | -30.6% | -6.7% | -23.9% | -30.4% |
| 1Y | -34.4% | +59.3% | -93.6% | -42.2% |
| 3Y | +38.2% | +182.1% | -143.9% | +3.3% |
| 5Y | -9.7% | +162.6% | -172.3% | -33.4% |
| All | -25.7% | +118.4% | -144.1% | -45.1% |
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