+812.6%
PH vs RUN
+43.6%
+769.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -10.3% | -10.8% | +0.6% | -9.1% |
| 3M | +5.1% | -30.2% | +35.2% | +9.2% |
| 6M | +2.3% | -22.3% | +24.6% | +4.0% |
| YTD | +8.7% | -52.2% | +60.9% | +15.6% |
| 1Y | +26.8% | -45.1% | +71.9% | +30.9% |
| 3Y | +139.2% | -37.1% | +176.3% | +104.1% |
| 5Y | +251.1% | -80.3% | +331.4% | +234.6% |
| 10Y | +812.6% | +45.2% | +767.4% | +384.7% |
| All | +812.6% | +43.6% | +769.0% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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