+378.1%
PSX vs TRU
+147.2%
+231.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.7% | -2.7% | +4.4% | +2.6% |
| 30D | +15.6% | -2.0% | +17.7% | +16.1% |
| 3M | +46.5% | +18.4% | +28.0% | +37.3% |
| 6M | +55.0% | +8.9% | +46.1% | +47.7% |
| YTD | +105.3% | -8.9% | +114.2% | +105.9% |
| 1Y | +101.6% | -15.9% | +117.5% | +106.6% |
| 3Y | +134.1% | -1.1% | +135.2% | +116.5% |
| 5Y | +368.7% | -35.2% | +403.9% | +412.0% |
| All | +378.1% | +147.2% | +231.0% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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