+82.3%
PL vs RUN
-80.5%
+162.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -18.9% | -15.3% | -3.7% | -15.5% |
| 3M | -58.4% | -40.0% | -18.4% | -52.2% |
| 6M | -30.3% | -27.0% | -3.4% | -25.2% |
| YTD | -8.1% | -51.7% | +43.6% | +7.1% |
| 1Y | +180.5% | -45.9% | +226.4% | +210.4% |
| 3Y | +444.1% | -43.8% | +487.9% | +344.8% |
| All | +82.3% | -80.5% | +162.8% | +101.9% |
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