+44.1%
PL vs RUN
-84.5%
+128.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +9.9% | +2.1% |
| 7D | +5.6% | +0.3% | +5.3% | +4.6% |
| 30D | -16.9% | +14.0% | -30.9% | -20.9% |
| 3M | -38.2% | -11.8% | -26.5% | -37.2% |
| 6M | -63.4% | -40.4% | -23.1% | -58.8% |
| YTD | -27.6% | -52.7% | +25.0% | -17.0% |
| 1Y | +6.6% | -52.5% | +59.1% | +21.8% |
| 3Y | +557.6% | -7.7% | +565.3% | +363.4% |
| 5Y | +39.5% | -83.9% | +123.4% | +36.4% |
| All | +44.1% | -84.5% | +128.6% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling