+73.3%
RUN vs PFG
+184.0%
-110.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | -13.5% | +2.4% | -15.9% | -15.1% |
| 30D | +18.3% | +5.9% | +12.4% | +13.1% |
| 3M | -12.5% | -0.4% | -12.0% | -13.2% |
| 6M | -40.3% | +14.8% | -55.2% | -47.4% |
| YTD | -53.1% | +31.9% | -85.0% | -62.2% |
| 1Y | -54.3% | +38.8% | -93.1% | -64.5% |
| 3Y | -6.5% | +82.4% | -88.9% | -41.0% |
| 5Y | -85.3% | +94.7% | -180.0% | -90.8% |
| All | +73.3% | +184.0% | -110.7% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling