+167.1%
RTX vs PSKY
-70.7%
+237.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -3.1% | +2.4% | -5.5% | -3.3% |
| 30D | -10.6% | +17.5% | -28.1% | -11.6% |
| 3M | +11.6% | +4.4% | +7.2% | +11.2% |
| 6M | -4.5% | -9.0% | +4.5% | -4.1% |
| YTD | +9.6% | -18.6% | +28.2% | +10.6% |
| 1Y | +30.8% | -27.7% | +58.5% | +32.7% |
| 3Y | +152.8% | -16.9% | +169.7% | +147.8% |
| 5Y | +167.1% | -70.3% | +237.4% | +203.2% |
| All | +167.1% | -70.7% | +237.8% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling