-20.9%
RUN vs PFG
+203.5%
-224.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.1% |
| 7D | -13.7% | +0.1% | -13.8% | -13.9% |
| 30D | +9.4% | +5.0% | +4.4% | +5.4% |
| 3M | -13.4% | +0.1% | -13.5% | -14.4% |
| 6M | -39.6% | +13.8% | -53.4% | -46.0% |
| YTD | -53.7% | +31.2% | -84.9% | -62.1% |
| 1Y | -56.2% | +37.1% | -93.2% | -65.3% |
| 3Y | -9.7% | +80.6% | -90.3% | -41.2% |
| 5Y | -85.5% | +93.7% | -179.2% | -90.6% |
| 10Y | +66.7% | +185.5% | -118.8% | -23.6% |
| All | -20.9% | +203.5% | -224.4% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling