+358.2%
PSX vs RUN
+66.4%
+291.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.1% |
| 7D | +6.4% | -13.7% | +20.1% | +7.5% |
| 30D | -10.2% | +9.4% | -19.6% | -11.2% |
| 3M | +17.2% | -13.4% | +30.6% | +17.8% |
| 6M | +51.8% | -39.6% | +91.3% | +56.0% |
| YTD | +108.0% | -53.7% | +161.7% | +115.2% |
| 1Y | +96.1% | -56.2% | +152.3% | +103.4% |
| 3Y | +155.9% | -9.7% | +165.6% | +122.0% |
| 5Y | +306.9% | -85.5% | +392.4% | +308.9% |
| All | +358.2% | +66.4% | +291.8% | +177.1% |
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