+87.0%
PR vs RUN
-53.7%
+140.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.5% |
| 7D | -12.1% | +18.5% | -30.6% | -11.4% |
| 30D | +0.9% | +15.5% | -14.6% | +1.7% |
| 3M | +10.1% | -20.3% | +30.4% | +10.0% |
| 6M | +1.1% | -30.8% | +31.9% | +0.8% |
| YTD | +63.7% | -52.2% | +115.9% | +63.6% |
| 1Y | +87.0% | -53.9% | +140.9% | +87.8% |
| All | +87.0% | -53.7% | +140.8% | +87.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling