-21.8%
PCG vs RUN
-57.8%
+36.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.7% |
| 7D | -2.0% | -13.7% | +11.7% | -1.2% |
| 30D | -2.7% | +9.4% | -12.1% | -3.5% |
| 3M | -25.1% | -13.4% | -11.7% | -24.7% |
| 6M | -22.3% | -39.6% | +17.3% | -20.8% |
| YTD | -18.5% | -53.7% | +35.2% | -17.9% |
| 1Y | -21.8% | -56.2% | +34.3% | -21.2% |
| All | -21.8% | -57.8% | +36.0% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling