+40.3%
RUN vs PFG
+251.1%
-210.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -13.0% | +2.9% | -15.9% | -15.1% |
| 3M | -31.8% | +6.7% | -38.5% | -35.8% |
| 6M | -32.2% | +33.8% | -66.0% | -46.0% |
| YTD | -53.5% | +35.0% | -88.4% | -62.8% |
| 1Y | -46.5% | +46.4% | -92.9% | -59.7% |
| 3Y | -37.6% | +71.7% | -109.3% | -58.1% |
| 5Y | -80.9% | +113.7% | -194.5% | -88.6% |
| All | +40.3% | +251.1% | -210.7% | -50.6% |
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 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