+101.6%
PSX vs RUN
-47.1%
+148.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +1.6% |
| 30D | +15.6% | -13.0% | +28.6% | +15.3% |
| 3M | +46.5% | -31.8% | +78.3% | +45.7% |
| 6M | +55.0% | -32.2% | +87.2% | +53.8% |
| YTD | +105.3% | -53.5% | +158.8% | +103.3% |
| 1Y | +101.6% | -46.5% | +148.1% | +103.6% |
| All | +101.6% | -47.1% | +148.7% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling