+138.3%
PH vs RUN
-2.6%
+140.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.6% |
| 7D | +6.9% | +3.2% | +3.7% | +6.6% |
| 30D | +1.7% | +19.5% | -17.8% | +0.4% |
| 3M | -8.1% | -9.6% | +1.4% | -7.9% |
| 6M | +11.5% | -37.3% | +48.8% | +13.8% |
| YTD | +11.4% | -50.7% | +62.1% | +14.0% |
| 1Y | +14.1% | -54.1% | +68.2% | +17.2% |
| All | +138.3% | -2.6% | +140.8% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling