-53.9%
RUN vs PFG
+46.8%
-100.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.9% | -0.7% |
| 7D | +18.5% | +4.9% | +13.6% | +15.8% |
| 30D | +15.5% | +5.7% | +9.8% | +12.4% |
| 3M | -20.3% | +2.6% | -22.9% | -21.8% |
| 6M | -30.8% | +19.8% | -50.6% | -42.3% |
| YTD | -52.2% | +36.3% | -88.5% | -63.0% |
| 1Y | -53.9% | +47.9% | -101.8% | -64.6% |
| All | -53.9% | +46.8% | -100.7% | -64.6% |
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