+39.5%
PL vs RUN
-84.6%
+124.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +10.0% | -13.5% | +23.6% | +13.9% |
| 30D | -2.3% | +18.3% | -20.6% | -7.9% |
| 3M | -44.2% | -12.5% | -31.7% | -43.2% |
| 6M | -66.1% | -40.3% | -25.8% | -61.8% |
| YTD | -30.0% | -53.1% | +23.1% | -19.5% |
| 1Y | +21.0% | -54.3% | +75.3% | +39.9% |
| 3Y | +516.5% | -6.5% | +523.0% | +332.2% |
| 5Y | +32.0% | -85.3% | +117.3% | +29.4% |
| All | +39.5% | -84.6% | +124.1% | +36.3% |
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