+23.1%
PH vs RUN
-46.7%
+69.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -3.1% | -3.4% | +0.2% | -3.0% |
| 30D | -11.8% | -14.0% | +2.2% | -11.1% |
| 3M | +6.9% | -27.5% | +34.4% | +8.5% |
| 6M | -1.3% | -29.0% | +27.7% | -0.1% |
| YTD | +7.0% | -53.1% | +60.1% | +9.0% |
| 1Y | +23.1% | -46.7% | +69.8% | +23.4% |
| All | +23.1% | -46.7% | +69.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling