+378.1%
PSX vs RUN
+42.2%
+335.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +2.0% |
| 30D | +15.6% | -13.0% | +28.6% | +16.7% |
| 3M | +46.5% | -31.8% | +78.3% | +50.1% |
| 6M | +55.0% | -32.2% | +87.2% | +57.9% |
| YTD | +105.3% | -53.5% | +158.8% | +113.2% |
| 1Y | +101.6% | -46.5% | +148.1% | +105.4% |
| 3Y | +134.1% | -37.6% | +171.8% | +111.2% |
| 5Y | +368.7% | -80.9% | +449.5% | +351.2% |
| All | +378.1% | +42.2% | +335.9% | +197.3% |
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