-76.7%
PCG vs RUN
+133.0%
-209.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | -1.1% | +18.1% | -19.1% | -2.7% |
| 30D | +0.1% | +27.5% | -27.4% | -2.4% |
| 3M | -24.4% | -4.5% | -19.9% | -24.4% |
| 6M | -17.7% | -33.3% | +15.7% | -15.4% |
| YTD | -17.4% | -47.1% | +29.6% | -14.7% |
| 1Y | -19.4% | -43.1% | +23.8% | -17.5% |
| 3Y | -18.6% | -3.0% | -15.6% | -30.4% |
| 5Y | +10.2% | -82.6% | +92.8% | +9.5% |
| 10Y | -76.7% | +103.3% | -180.0% | -84.6% |
| All | -76.7% | +133.0% | -209.7% | -84.6% |
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