+156.2%
PG vs RUN
-33.9%
+190.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.3% |
| 7D | -2.7% | -3.4% | +0.7% | -2.6% |
| 30D | -1.5% | -14.0% | +12.4% | -1.3% |
| 3M | -3.4% | -27.5% | +24.1% | -2.8% |
| 6M | -7.0% | -29.0% | +22.0% | -6.5% |
| YTD | +2.0% | -53.1% | +55.1% | +3.0% |
| 1Y | -6.5% | -46.7% | +40.3% | -6.0% |
| 3Y | +1.2% | -38.3% | +39.5% | -1.6% |
| 5Y | +12.8% | -80.7% | +93.5% | +11.9% |
| 10Y | +117.7% | +42.4% | +75.3% | +89.5% |
| All | +156.2% | -33.9% | +190.1% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling