+397.8%
PSX vs RUN
-30.6%
+428.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -1.0% | +2.9% |
| 7D | -0.4% | +3.2% | -3.6% | -0.7% |
| 30D | -8.1% | +19.5% | -27.6% | -9.6% |
| 3M | +15.9% | -9.6% | +25.5% | +16.2% |
| 6M | +49.4% | -37.3% | +86.7% | +52.9% |
| YTD | +104.7% | -50.7% | +155.4% | +110.4% |
| 1Y | +89.1% | -54.1% | +143.2% | +95.1% |
| 3Y | +151.7% | -3.9% | +155.7% | +120.9% |
| 5Y | +298.3% | -84.4% | +382.7% | +294.5% |
| 10Y | +357.1% | +77.5% | +279.6% | +220.0% |
| All | +397.8% | -30.6% | +428.4% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling