+65.2%
PR vs RUN
+102.4%
-37.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -16.4% | +33.4% | -49.8% | -20.2% |
| 30D | -1.9% | +31.1% | -33.0% | -6.4% |
| 3M | +8.0% | +6.4% | +1.6% | +5.7% |
| 6M | +4.1% | -22.2% | +26.3% | +5.4% |
| YTD | +58.7% | -45.8% | +104.5% | +65.4% |
| 1Y | +75.8% | -51.1% | +127.0% | +84.8% |
| 3Y | +73.2% | -3.0% | +76.2% | +28.2% |
| 5Y | +230.1% | -82.2% | +312.4% | +220.8% |
| All | +65.2% | +102.4% | -37.3% | -16.9% |
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