+70.3%
PR vs RUN
+94.0%
-23.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.5% | +2.5% |
| 7D | -9.5% | +0.3% | -9.8% | -9.9% |
| 30D | -5.7% | +14.0% | -19.7% | -8.3% |
| 3M | +3.0% | -11.8% | +14.7% | +3.7% |
| 6M | +11.8% | -40.4% | +52.2% | +18.0% |
| YTD | +58.5% | -52.7% | +111.1% | +68.3% |
| 1Y | +69.9% | -52.5% | +122.4% | +79.4% |
| 3Y | +84.9% | -7.7% | +92.6% | +37.0% |
| 5Y | +246.4% | -83.9% | +330.3% | +239.1% |
| 10Y | +70.3% | +84.9% | -14.6% | -12.8% |
| All | +70.3% | +94.0% | -23.7% | -12.8% |
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 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