+931.0%
PH vs RUN
-33.9%
+964.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +4.1% | -13.5% | +17.7% | +5.8% |
| 30D | -0.1% | +18.3% | -18.4% | -2.5% |
| 3M | -9.6% | -12.5% | +2.9% | -8.8% |
| 6M | +8.5% | -40.3% | +48.8% | +13.7% |
| YTD | +9.4% | -53.1% | +62.5% | +15.5% |
| 1Y | +14.2% | -54.3% | +68.5% | +20.6% |
| 3Y | +134.0% | -6.5% | +140.5% | +91.4% |
| 5Y | +203.8% | -85.3% | +289.1% | +204.6% |
| 10Y | +695.6% | +68.9% | +626.7% | +405.6% |
| All | +931.0% | -33.9% | +964.9% | +568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling