+14.1%
PCG vs RUN
-82.6%
+96.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -1.6% | +33.4% | -35.0% | -3.4% |
| 30D | +1.4% | +31.1% | -29.7% | -0.4% |
| 3M | -23.4% | +6.4% | -29.8% | -23.9% |
| 6M | -19.4% | -22.2% | +2.8% | -18.7% |
| YTD | -18.5% | -45.8% | +27.3% | -16.9% |
| 1Y | -19.5% | -51.1% | +31.6% | -17.7% |
| 3Y | -21.0% | -3.0% | -18.0% | -28.7% |
| All | +14.1% | -82.6% | +96.7% | +16.6% |
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 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