+78.7%
PR vs RUN
+74.1%
+4.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.4% | +2.2% |
| 7D | -0.5% | +3.2% | -3.7% | -1.3% |
| 30D | -4.6% | +19.5% | -24.1% | -7.9% |
| 3M | +4.7% | -9.6% | +14.3% | +5.0% |
| 6M | +12.4% | -37.3% | +49.8% | +17.8% |
| YTD | +62.9% | -50.7% | +113.6% | +72.0% |
| 1Y | +70.6% | -54.1% | +124.7% | +81.4% |
| 3Y | +90.0% | -3.9% | +93.9% | +39.7% |
| 5Y | +255.5% | -84.4% | +339.9% | +253.4% |
| 10Y | +78.7% | +77.5% | +1.2% | -10.4% |
| All | +78.7% | +74.1% | +4.7% | -10.4% |
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