-45.9%
RUN vs PFG
+51.4%
-97.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +1.3% | +5.5% | -4.3% | -1.7% |
| 30D | -15.3% | +2.4% | -17.6% | -16.5% |
| 3M | -40.0% | +13.6% | -53.6% | -46.4% |
| 6M | -27.0% | +27.9% | -54.8% | -42.5% |
| YTD | -51.7% | +35.6% | -87.2% | -62.2% |
| 1Y | -45.9% | +48.5% | -94.4% | -58.7% |
| All | -45.9% | +51.4% | -97.3% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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