+253.8%
PH vs RUN
-80.3%
+334.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.0% |
| 7D | +0.4% | +10.2% | -9.8% | -0.5% |
| 30D | -10.8% | -9.6% | -1.2% | -10.1% |
| 3M | +8.5% | -31.5% | +40.0% | +11.5% |
| 6M | +3.9% | -18.7% | +22.6% | +4.7% |
| YTD | +9.4% | -49.9% | +59.3% | +13.6% |
| 1Y | +26.8% | -45.5% | +72.3% | +29.7% |
| 3Y | +140.8% | -34.1% | +174.9% | +115.1% |
| 5Y | +253.8% | -79.4% | +333.2% | +241.4% |
| All | +253.8% | -80.3% | +334.1% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling