+250.9%
PM vs RUN
+94.0%
+156.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.6% | +11.2% | +0.9% |
| 7D | -6.6% | +0.3% | -7.0% | -6.7% |
| 30D | -3.4% | +14.0% | -17.5% | -4.0% |
| 3M | +5.3% | -11.8% | +17.1% | +5.6% |
| 6M | +15.5% | -40.4% | +55.9% | +17.2% |
| YTD | +24.3% | -52.7% | +76.9% | +26.3% |
| 1Y | +29.7% | -52.5% | +82.2% | +31.7% |
| 3Y | +144.9% | -7.7% | +152.6% | +129.6% |
| 5Y | +159.0% | -83.9% | +242.9% | +160.9% |
| 10Y | +250.9% | +84.9% | +166.0% | +174.4% |
| All | +250.9% | +94.0% | +156.9% | +174.4% |
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