+125.1%
PM vs RUN
-80.3%
+205.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.2% |
| 7D | -1.3% | +10.2% | -11.4% | -1.4% |
| 30D | -2.6% | -9.6% | +7.1% | -2.4% |
| 3M | +5.8% | -31.5% | +37.3% | +6.2% |
| 6M | +10.6% | -18.7% | +29.3% | +10.6% |
| YTD | +17.2% | -49.9% | +67.1% | +17.8% |
| 1Y | +17.6% | -45.5% | +63.1% | +18.0% |
| 3Y | +124.3% | -34.1% | +158.3% | +120.6% |
| 5Y | +125.1% | -79.4% | +204.5% | +125.1% |
| All | +125.1% | -80.3% | +205.4% | +125.1% |
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