-35.9%
RUN vs PFG
+67.4%
-103.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.8% |
| 7D | -1.8% | +3.2% | -5.0% | -4.8% |
| 30D | -10.8% | +0.9% | -11.8% | -11.9% |
| 3M | -30.2% | +7.7% | -37.9% | -36.0% |
| 6M | -22.3% | +29.0% | -51.3% | -40.6% |
| YTD | -52.2% | +32.5% | -84.6% | -63.8% |
| 1Y | -45.1% | +47.3% | -92.4% | -62.5% |
| All | -35.9% | +67.4% | -103.3% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling