+159.5%
PM vs RUN
-83.2%
+242.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.4% |
| 7D | -7.3% | +18.1% | -25.3% | -7.5% |
| 30D | -4.0% | +27.5% | -31.5% | -4.3% |
| 3M | +2.7% | -4.5% | +7.3% | +2.8% |
| 6M | +14.9% | -33.3% | +48.2% | +15.4% |
| YTD | +23.5% | -47.1% | +70.6% | +24.2% |
| 1Y | +30.4% | -43.1% | +73.5% | +30.8% |
| 3Y | +143.2% | -3.0% | +146.2% | +138.1% |
| 5Y | +159.5% | -82.6% | +242.1% | +162.1% |
| All | +159.5% | -83.2% | +242.7% | +162.1% |
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