+147.8%
PR vs RUN
+39.0%
+108.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.3% | -17.1% | -6.6% |
| 7D | -16.5% | +30.0% | -46.6% | -19.9% |
| 30D | -4.5% | +27.0% | -31.5% | -8.3% |
| 3M | +8.5% | -5.9% | +14.5% | +8.2% |
| 6M | -3.3% | -26.7% | +23.3% | -1.2% |
| YTD | +55.7% | -46.4% | +102.1% | +62.4% |
| 1Y | +82.0% | -52.1% | +134.1% | +91.6% |
| 3Y | +62.5% | -8.9% | +71.4% | +23.7% |
| 5Y | +223.9% | -82.4% | +306.4% | +214.5% |
| 10Y | +64.2% | +109.6% | -45.3% | -3.1% |
| All | +147.8% | +39.0% | +108.8% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling