-27.0%
RKT vs PSA
+96.5%
-123.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -3.6% | -3.6% | -4.3% |
| 30D | -7.9% | -9.4% | +1.5% | 0.0% |
| 3M | +5.2% | -8.2% | +13.4% | +12.6% |
| 6M | -14.9% | -1.8% | -13.1% | -13.4% |
| YTD | -31.9% | +15.7% | -47.6% | -39.4% |
| 1Y | -36.9% | +6.3% | -43.2% | -40.0% |
| 3Y | +35.7% | +21.6% | +14.2% | +18.3% |
| 5Y | -9.7% | +13.5% | -23.1% | -21.0% |
| All | -27.0% | +96.5% | -123.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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