+132.2%
RRC vs PSLV
+154.2%
-22.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.0% | -3.5% | +1.4% | -1.6% |
| 30D | +2.4% | -2.1% | +4.6% | +2.6% |
| 3M | +8.6% | -1.6% | +10.2% | +8.4% |
| 6M | -1.4% | -25.5% | +24.1% | +2.2% |
| YTD | +17.3% | -11.4% | +28.7% | +11.7% |
| 1Y | +18.1% | +48.6% | -30.4% | -4.7% |
| 3Y | +32.8% | +166.9% | -134.1% | -14.3% |
| All | +132.2% | +154.2% | -22.1% | +58.0% |
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