+298.3%
PSX vs RUN
-83.2%
+381.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -1.0% | +3.0% |
| 7D | -0.4% | +3.2% | -3.6% | -0.5% |
| 30D | -8.1% | +19.5% | -27.6% | -8.9% |
| 3M | +15.9% | -9.6% | +25.5% | +16.1% |
| 6M | +49.4% | -37.3% | +86.7% | +51.4% |
| YTD | +104.7% | -50.7% | +155.4% | +108.0% |
| 1Y | +89.1% | -54.1% | +143.2% | +92.6% |
| 3Y | +151.7% | -3.9% | +155.7% | +132.5% |
| 5Y | +298.3% | -84.4% | +382.7% | +285.1% |
| All | +298.3% | -83.2% | +381.5% | +285.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling