+10,266.7%
RTX vs PSA
+14,185.8%
-3,919.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.3% |
| 7D | -5.2% | -3.7% | -1.5% | -4.1% |
| 30D | -9.4% | -7.7% | -1.6% | -7.2% |
| 3M | +12.3% | -0.6% | +12.9% | +12.3% |
| 6M | -3.1% | -0.9% | -2.2% | -3.1% |
| YTD | +10.7% | +18.7% | -8.0% | +4.8% |
| 1Y | +28.4% | +7.6% | +20.8% | +24.9% |
| 3Y | +147.1% | +23.7% | +123.4% | +126.6% |
| 5Y | +167.2% | +13.7% | +153.6% | +148.1% |
| 10Y | +274.7% | +98.9% | +175.9% | +188.2% |
| All | +10,266.7% | +14,185.8% | -3,919.1% | +3,979.5% |
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