+84.9%
PR vs RUN
-12.5%
+97.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.5% | +1.4% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -5.7% | +14.0% | -19.7% | -6.4% |
| 3M | +3.0% | -11.8% | +14.7% | +3.3% |
| 6M | +11.8% | -40.4% | +52.2% | +14.1% |
| YTD | +58.5% | -52.7% | +111.1% | +62.3% |
| 1Y | +69.9% | -52.5% | +122.4% | +73.6% |
| 3Y | +84.9% | -7.7% | +92.6% | +57.9% |
| All | +84.9% | -12.5% | +97.4% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling