+140.2%
RTX vs PSA
+30.6%
+109.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | +5.6% | +16.7% | -11.1% | +1.3% |
| 3M | -11.7% | +4.0% | -15.7% | -12.7% |
| 6M | +12.3% | +10.9% | +1.5% | +9.0% |
| YTD | +8.2% | +34.2% | -26.0% | -0.1% |
| 1Y | +12.6% | +26.6% | -14.1% | +5.4% |
| 3Y | +152.8% | +54.7% | +98.1% | +118.4% |
| 5Y | +140.2% | +30.0% | +110.2% | +101.8% |
| All | +140.2% | +30.6% | +109.7% | +101.8% |
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