-18.3%
PCG vs RUN
-7.3%
-11.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +2.2% | -13.5% | +15.7% | +2.8% |
| 30D | +0.8% | +18.3% | -17.5% | -0.2% |
| 3M | -23.8% | -12.5% | -11.3% | -23.5% |
| 6M | -19.6% | -40.3% | +20.7% | -18.2% |
| YTD | -16.7% | -53.1% | +36.4% | -15.0% |
| 1Y | -19.4% | -54.3% | +34.9% | -17.7% |
| 3Y | -18.3% | -6.5% | -11.8% | -25.3% |
| All | -18.3% | -7.3% | -11.0% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling