+208.8%
PM vs RUN
+43.4%
+165.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.3% |
| 7D | +1.9% | -3.4% | +5.3% | +2.1% |
| 30D | +1.9% | -14.0% | +15.9% | +2.4% |
| 3M | +4.6% | -27.5% | +32.1% | +5.6% |
| 6M | +11.7% | -29.0% | +40.6% | +12.5% |
| YTD | +20.4% | -53.1% | +73.5% | +22.6% |
| 1Y | +19.0% | -46.7% | +65.7% | +20.1% |
| 3Y | +130.4% | -38.3% | +168.7% | +120.1% |
| 5Y | +131.5% | -80.7% | +212.2% | +129.3% |
| All | +208.8% | +43.4% | +165.5% | +133.9% |
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 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