+387.1%
PSX vs TRU
+238.0%
+149.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +2.0% |
| 7D | +4.5% | -6.8% | +11.3% | +6.7% |
| 30D | +26.6% | 0.0% | +26.6% | +26.2% |
| 3M | +39.3% | +13.3% | +26.0% | +32.4% |
| 6M | +56.8% | +3.4% | +53.4% | +52.0% |
| YTD | +101.8% | -6.4% | +108.2% | +100.7% |
| 1Y | +99.6% | -9.7% | +109.3% | +99.4% |
| 3Y | +140.3% | +0.1% | +140.2% | +121.2% |
| 5Y | +339.3% | -34.0% | +373.4% | +371.9% |
| 10Y | +369.9% | +147.9% | +222.0% | +202.8% |
| All | +387.1% | +238.0% | +149.1% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling