-68.4%
PL vs RUN
-25.9%
-42.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.1% | +9.3% | +10.0% |
| 7D | -6.8% | +33.4% | -40.3% | -16.8% |
| 30D | -29.3% | +31.1% | -60.4% | -36.5% |
| 3M | -44.8% | +6.4% | -51.2% | -46.0% |
| 6M | -68.4% | -22.2% | -46.2% | -62.0% |
| All | -68.4% | -25.9% | -42.5% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling