+102.6%
PBR vs RUN
-39.0%
+141.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +5.4% | -3.7% | +9.1% | +5.5% |
| 30D | +22.9% | -13.0% | +35.9% | +23.4% |
| 3M | +19.6% | -31.8% | +51.4% | +21.0% |
| 6M | +16.5% | -32.2% | +48.7% | +17.4% |
| YTD | +86.7% | -53.5% | +140.1% | +90.3% |
| 1Y | +74.7% | -46.5% | +121.2% | +76.0% |
| 3Y | +102.6% | -37.6% | +140.2% | +92.4% |
| All | +102.6% | -39.0% | +141.6% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling