+68.3%
PR vs RUN
-46.9%
+115.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.2% |
| 7D | -12.4% | +18.1% | -30.4% | -11.7% |
| 30D | -6.6% | +27.5% | -34.0% | -5.5% |
| 3M | +7.5% | -4.5% | +12.0% | +8.3% |
| 6M | +10.8% | -33.3% | +44.1% | +11.8% |
| YTD | +57.0% | -47.1% | +104.1% | +58.2% |
| All | +68.3% | -46.9% | +115.2% | +70.2% |
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