+264.1%
PM vs RUN
-31.9%
+296.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | -4.9% | +1.3% | -6.1% | -4.9% |
| 30D | -3.4% | -15.3% | +11.9% | -2.9% |
| 3M | +5.2% | -40.0% | +45.2% | +6.8% |
| 6M | +3.7% | -27.0% | +30.7% | +4.4% |
| YTD | +15.8% | -51.7% | +67.4% | +17.7% |
| 1Y | +17.4% | -45.9% | +63.3% | +18.4% |
| 3Y | +116.9% | -43.8% | +160.7% | +109.1% |
| 5Y | +117.3% | -80.5% | +197.8% | +114.9% |
| 10Y | +193.8% | +45.3% | +148.5% | +141.8% |
| All | +264.1% | -31.9% | +296.0% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling