+84.5%
PR vs RUN
+68.6%
+15.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +6.0% | -13.5% | +19.5% | +8.1% |
| 30D | -4.2% | +18.3% | -22.5% | -7.4% |
| 3M | +10.0% | -12.5% | +22.4% | +10.8% |
| 6M | +15.6% | -40.3% | +55.9% | +21.9% |
| YTD | +68.2% | -53.1% | +121.3% | +78.8% |
| 1Y | +79.2% | -54.3% | +133.5% | +90.4% |
| 3Y | +94.9% | -6.5% | +101.4% | +43.6% |
| 5Y | +272.8% | -85.3% | +358.1% | +274.0% |
| All | +84.5% | +68.6% | +15.9% | -7.3% |
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