+15.8%
RTX vs PSA
+26.5%
-10.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.8% | -1.4% | +6.2% | +5.3% |
| 30D | +6.5% | +15.2% | -8.7% | +1.3% |
| 3M | -9.6% | +2.2% | -11.8% | -10.5% |
| 6M | +12.3% | +11.7% | +0.7% | +7.2% |
| YTD | +9.5% | +32.0% | -22.6% | +0.2% |
| 1Y | +15.8% | +26.3% | -10.4% | +7.3% |
| All | +15.8% | +26.5% | -10.6% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling