+367.0%
PSX vs TRU
-36.7%
+403.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +1.5% | -9.4% | +10.9% | +3.2% |
| 30D | +15.8% | -4.1% | +19.9% | +16.5% |
| 3M | +43.0% | +13.6% | +29.4% | +39.0% |
| 6M | +61.1% | +3.6% | +57.5% | +58.4% |
| YTD | +104.5% | -9.8% | +114.3% | +106.0% |
| 1Y | +102.5% | -13.6% | +116.2% | +105.2% |
| 3Y | +133.5% | -2.0% | +135.4% | +128.4% |
| 5Y | +367.0% | -35.8% | +402.8% | +409.2% |
| All | +367.0% | -36.7% | +403.6% | +409.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling