+41.5%
RUN vs PFGC
+294.6%
-253.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -3.4% | -4.8% | +1.5% | -1.5% |
| 30D | -14.0% | -17.2% | +3.2% | -7.6% |
| 3M | -27.5% | -6.3% | -21.1% | -26.0% |
| 6M | -29.0% | +8.8% | -37.8% | -31.9% |
| YTD | -53.1% | +4.9% | -58.0% | -54.9% |
| 1Y | -46.7% | -9.5% | -37.2% | -46.1% |
| 3Y | -38.3% | +59.6% | -97.9% | -50.5% |
| 5Y | -80.7% | +113.5% | -194.2% | -86.1% |
| All | +41.5% | +294.6% | -253.1% | -18.2% |
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