+221.7%
PR vs RUN
-82.6%
+304.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -16.4% | +33.4% | -49.8% | -18.6% |
| 30D | -1.9% | +31.1% | -33.0% | -4.5% |
| 3M | +8.0% | +6.4% | +1.6% | +6.8% |
| 6M | +4.1% | -22.2% | +26.3% | +5.1% |
| YTD | +58.7% | -45.8% | +104.5% | +63.2% |
| 1Y | +75.8% | -51.1% | +127.0% | +81.8% |
| 3Y | +73.2% | -3.0% | +76.2% | +41.5% |
| All | +221.7% | -82.6% | +304.3% | +283.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling