+1,067.8%
PBR vs RUN
-32.6%
+1,100.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +17.5% | -10.8% | +28.4% | +18.9% |
| 3M | +20.9% | -30.2% | +51.1% | +24.8% |
| 6M | +20.2% | -22.3% | +42.6% | +21.5% |
| YTD | +84.3% | -52.2% | +136.5% | +94.0% |
| 1Y | +77.1% | -45.1% | +122.2% | +81.1% |
| 3Y | +100.8% | -37.1% | +137.9% | +72.3% |
| 5Y | +556.1% | -80.3% | +636.4% | +512.1% |
| 10Y | +676.1% | +45.2% | +630.8% | +303.0% |
| All | +1,067.8% | -32.6% | +1,100.4% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling