-46.7%
RUN vs PFGC
-9.2%
-37.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.0% |
| 7D | -3.4% | -4.8% | +1.5% | -3.8% |
| 30D | -14.0% | -17.2% | +3.2% | -15.4% |
| 3M | -27.5% | -6.3% | -21.1% | -27.9% |
| 6M | -29.0% | +8.8% | -37.8% | -28.4% |
| YTD | -53.1% | +4.9% | -58.0% | -53.4% |
| 1Y | -46.7% | -9.5% | -37.2% | -51.6% |
| All | -46.7% | -9.2% | -37.5% | -51.6% |
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