+507.8%
RTX vs PSLV
+120.6%
+387.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | -1.6% | +3.3% | -4.9% | -1.9% |
| 30D | -11.6% | +2.1% | -13.7% | -11.8% |
| 3M | +9.2% | +7.1% | +2.0% | +8.3% |
| 6M | -4.4% | -21.6% | +17.2% | -2.9% |
| YTD | +8.9% | -6.7% | +15.6% | +7.5% |
| 1Y | +32.1% | +59.3% | -27.2% | +23.1% |
| 3Y | +151.2% | +182.1% | -30.9% | +119.0% |
| 5Y | +162.9% | +162.6% | +0.3% | +129.2% |
| 10Y | +283.9% | +203.0% | +80.9% | +221.8% |
| All | +507.8% | +120.6% | +387.2% | +408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling