+279.2%
RTX vs PSLV
+190.6%
+88.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.5% | -3.5% | +1.9% | -1.2% |
| 30D | -11.0% | -2.1% | -8.8% | -10.9% |
| 3M | +7.7% | -1.6% | +9.3% | +7.5% |
| 6M | -3.9% | -25.5% | +21.6% | -1.4% |
| YTD | +9.0% | -11.4% | +20.4% | +7.2% |
| 1Y | +27.3% | +48.6% | -21.3% | +15.5% |
| 3Y | +172.9% | +166.9% | +6.0% | +122.5% |
| 5Y | +165.2% | +152.4% | +12.8% | +115.4% |
| All | +279.2% | +190.6% | +88.6% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling