+572.2%
PBR vs RUN
-81.3%
+653.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.2% |
| 7D | +4.2% | -3.4% | +7.6% | +4.4% |
| 30D | +22.7% | -14.0% | +36.7% | +23.3% |
| 3M | +21.5% | -27.5% | +49.0% | +22.6% |
| 6M | +24.0% | -29.0% | +53.0% | +24.8% |
| YTD | +88.2% | -53.1% | +141.3% | +91.8% |
| 1Y | +74.8% | -46.7% | +121.5% | +76.3% |
| 3Y | +105.1% | -38.3% | +143.4% | +93.6% |
| 5Y | +572.2% | -80.7% | +652.9% | +561.9% |
| All | +572.2% | -81.3% | +653.5% | +561.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling