+10,292.5%
RTX vs PSA
+15,943.7%
-5,651.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | +7.8% | +16.2% | -8.4% | +3.0% |
| 3M | -9.8% | +4.3% | -14.1% | -11.1% |
| 6M | +13.5% | +9.9% | +3.7% | +10.0% |
| YTD | +10.9% | +33.3% | -22.3% | +1.3% |
| 1Y | +14.0% | +25.8% | -11.8% | +5.8% |
| 3Y | +159.9% | +54.8% | +105.1% | +122.7% |
| 5Y | +151.7% | +27.5% | +124.1% | +125.9% |
| 10Y | +269.0% | +134.5% | +134.5% | +170.3% |
| All | +10,292.5% | +15,943.7% | -5,651.2% | +3,844.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling