+135.3%
PSX vs RUN
-37.3%
+172.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.8% |
| 7D | +1.8% | -1.8% | +3.6% | +1.9% |
| 30D | +21.6% | -10.8% | +32.5% | +22.1% |
| 3M | +46.5% | -30.2% | +76.6% | +48.0% |
| 6M | +62.0% | -22.3% | +84.3% | +62.3% |
| YTD | +106.3% | -52.2% | +158.5% | +110.1% |
| 1Y | +103.0% | -45.1% | +148.1% | +104.3% |
| All | +135.3% | -37.3% | +172.6% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling