+361.6%
PSX vs RUN
+68.6%
+293.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +7.8% | -13.5% | +21.3% | +8.9% |
| 30D | -10.9% | +18.3% | -29.2% | -12.4% |
| 3M | +14.5% | -12.5% | +27.0% | +15.0% |
| 6M | +56.1% | -40.3% | +96.4% | +60.6% |
| YTD | +109.6% | -53.1% | +162.7% | +116.6% |
| 1Y | +95.5% | -54.3% | +149.8% | +102.0% |
| 3Y | +156.2% | -6.5% | +162.7% | +121.5% |
| 5Y | +310.0% | -85.3% | +395.3% | +311.6% |
| All | +361.6% | +68.6% | +293.1% | +178.9% |
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