-45.9%
RUN vs PFGC
-5.1%
-40.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | +1.3% | -2.2% | +3.5% | +1.1% |
| 30D | -15.3% | -11.9% | -3.3% | -16.1% |
| 3M | -40.0% | +5.0% | -45.0% | -39.8% |
| 6M | -27.0% | +8.6% | -35.6% | -27.2% |
| YTD | -51.7% | +9.7% | -61.4% | -51.9% |
| 1Y | -45.9% | -6.3% | -39.6% | -50.6% |
| All | -45.9% | -5.1% | -40.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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