+54.5%
PCG vs RUN
-80.5%
+134.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | -13.9% | +1.3% | -15.1% | -13.9% |
| 30D | -16.9% | -15.3% | -1.6% | -16.1% |
| 3M | -14.7% | -40.0% | +25.3% | -12.4% |
| 6M | -23.8% | -27.0% | +3.1% | -22.9% |
| YTD | -10.5% | -51.7% | +41.2% | -7.9% |
| 1Y | -5.1% | -45.9% | +40.8% | -3.6% |
| 3Y | -11.6% | -43.8% | +32.2% | -16.8% |
| All | +54.5% | -80.5% | +134.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling