+39.4%
RKT vs PSA
+21.5%
+17.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -0.3% |
| 7D | -1.0% | -2.2% | +1.3% | +1.5% |
| 30D | -2.4% | -9.6% | +7.2% | +8.6% |
| 3M | +1.9% | -7.9% | +9.8% | +10.7% |
| 6M | -13.9% | -2.0% | -11.9% | -12.3% |
| YTD | -30.6% | +15.7% | -46.4% | -41.1% |
| 1Y | -34.4% | +5.8% | -40.1% | -38.7% |
| All | +39.4% | +21.5% | +17.9% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling