+167.1%
RTX vs PSA
+15.2%
+151.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -10.6% | -8.2% | -2.4% | -8.7% |
| 3M | +11.6% | -2.1% | +13.8% | +12.1% |
| 6M | -4.5% | -0.2% | -4.3% | -4.7% |
| YTD | +9.6% | +18.5% | -8.9% | +5.0% |
| 1Y | +30.8% | +6.6% | +24.2% | +28.3% |
| 3Y | +152.8% | +24.5% | +128.4% | +134.6% |
| 5Y | +167.1% | +13.6% | +153.5% | +161.7% |
| All | +167.1% | +15.2% | +151.9% | +161.7% |
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