+165.8%
RTX vs PSLV
+148.4%
+17.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.6% |
| 7D | -2.0% | -4.9% | +2.9% | -1.7% |
| 30D | -11.2% | -1.9% | -9.3% | -11.2% |
| 3M | +12.0% | +4.2% | +7.9% | +11.5% |
| 6M | -3.6% | -27.6% | +24.0% | -2.0% |
| YTD | +9.2% | -11.7% | +20.9% | +7.8% |
| 1Y | +29.7% | +49.3% | -19.6% | +20.9% |
| 3Y | +152.0% | +167.1% | -15.2% | +116.1% |
| 5Y | +165.8% | +151.7% | +14.1% | +123.5% |
| All | +165.8% | +148.4% | +17.4% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling