It's analog and instantaneous, so I'm not sure what you mean by lagging behind the accompaniment?
Unless you're going through an audio interface, which *all* introduce latency (which is why you can't sing while listening to your recorded signal on the pc. You instead listen through the direct monitoring headphone port.)
But if you're recording right onto the psrsx900, the only way I can see to introduce a delay is either use a bluetooth anything (it's been discussed ad nauseum on here how you can't use bluetooth mics/headphones with * any* instrument) or add a digital delay/echo and actually listen to the fully wet delay signal with no dry signal
How are you recording this? Presumably with the built in audio recorder of the psrsx900?
Mark