+73.3%
RUN vs PFGC
+351.0%
-277.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -13.5% | +3.4% | -16.9% | -14.6% |
| 30D | +18.3% | +16.9% | +1.4% | +11.0% |
| 3M | -12.5% | +6.4% | -18.9% | -15.0% |
| 6M | -40.3% | +16.0% | -56.3% | -44.3% |
| YTD | -53.1% | +23.6% | -76.7% | -57.8% |
| 1Y | -54.3% | +16.6% | -70.9% | -57.9% |
| 3Y | -6.5% | +82.3% | -88.8% | -29.0% |
| 5Y | -85.3% | +138.7% | -224.0% | -89.9% |
| All | +73.3% | +351.0% | -277.7% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling