+283.9%
RTX vs PSA
+98.4%
+185.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.8% |
| 30D | -11.6% | -9.6% | -2.0% | -8.5% |
| 3M | +9.2% | -7.9% | +17.1% | +12.1% |
| 6M | -4.4% | -2.0% | -2.4% | -4.1% |
| YTD | +8.9% | +15.7% | -6.9% | +3.0% |
| 1Y | +32.1% | +5.8% | +26.3% | +28.7% |
| 3Y | +151.2% | +21.6% | +129.7% | +126.8% |
| 5Y | +162.9% | +13.1% | +149.8% | +138.7% |
| 10Y | +283.9% | +101.3% | +182.7% | +160.2% |
| All | +283.9% | +98.4% | +185.6% | +160.2% |
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 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