+38.4%
PL vs RUN
-83.2%
+121.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.6% |
| 7D | +13.4% | +3.2% | +10.2% | +11.3% |
| 30D | -10.2% | +19.5% | -29.6% | -15.8% |
| 3M | -39.5% | -9.6% | -29.9% | -38.9% |
| 6M | -65.7% | -37.3% | -28.4% | -61.7% |
| YTD | -27.3% | -50.7% | +23.4% | -16.9% |
| 1Y | +15.0% | -54.1% | +69.1% | +33.8% |
| 3Y | +560.8% | -3.9% | +564.7% | +336.7% |
| 5Y | +38.4% | -84.4% | +122.8% | +124.5% |
| All | +38.4% | -83.2% | +121.7% | +124.5% |
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