+135.3%
PSX vs TRU
-2.1%
+137.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.8% | -6.5% | +8.3% | +3.0% |
| 30D | +21.6% | -2.5% | +24.1% | +22.0% |
| 3M | +46.5% | +10.4% | +36.1% | +42.9% |
| 6M | +62.0% | +1.6% | +60.4% | +59.9% |
| YTD | +106.3% | -9.7% | +116.0% | +108.4% |
| 1Y | +103.0% | -17.3% | +120.2% | +109.0% |
| All | +135.3% | -2.1% | +137.4% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling