+152.8%
RTX vs PSKY
-12.8%
+165.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | -10.6% | +17.5% | -28.1% | -11.0% |
| 3M | +11.6% | +4.4% | +7.2% | +11.5% |
| 6M | -4.5% | -9.0% | +4.5% | -4.3% |
| YTD | +9.6% | -18.6% | +28.2% | +10.0% |
| 1Y | +30.8% | -27.7% | +58.5% | +31.5% |
| 3Y | +152.8% | -16.9% | +169.7% | +157.2% |
| All | +152.8% | -12.8% | +165.6% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling