-5.4%
RKT vs PSA
+26.3%
-31.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -9.0% | -1.4% | -7.5% | -7.7% |
| 30D | +30.2% | +15.2% | +15.0% | +15.9% |
| 3M | -8.8% | +2.2% | -11.1% | -10.2% |
| 6M | -0.9% | +11.7% | -12.6% | -9.8% |
| YTD | -29.2% | +32.0% | -61.2% | -43.9% |
| 1Y | -20.1% | +26.3% | -46.3% | -34.3% |
| 3Y | +81.3% | +52.4% | +29.0% | +31.2% |
| All | -5.4% | +26.3% | -31.6% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling