-75.2%
PCG vs RUN
+46.3%
-121.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.3% |
| 7D | +5.4% | +10.2% | -4.7% | +4.4% |
| 30D | -15.1% | -9.6% | -5.5% | -14.4% |
| 3M | -9.8% | -31.5% | +21.7% | -7.1% |
| 6M | -18.0% | -18.7% | +0.7% | -17.3% |
| YTD | -7.2% | -49.9% | +42.6% | -3.3% |
| 1Y | +2.9% | -45.5% | +48.4% | +5.4% |
| 3Y | -11.1% | -34.1% | +23.0% | -20.7% |
| 5Y | +61.8% | -79.4% | +141.2% | +55.8% |
| 10Y | -75.2% | +48.9% | -124.1% | -83.9% |
| All | -75.2% | +46.3% | -121.5% | -83.9% |
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 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