-35.9%
RUN vs PFGC
+61.7%
-97.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.1% |
| 7D | -1.8% | -3.7% | +1.9% | -0.5% |
| 30D | -10.8% | -16.0% | +5.1% | -5.2% |
| 3M | -30.2% | -4.1% | -26.0% | -29.7% |
| 6M | -22.3% | +8.7% | -31.0% | -26.0% |
| YTD | -52.2% | +6.4% | -58.5% | -54.8% |
| 1Y | -45.1% | -8.4% | -36.7% | -44.3% |
| All | -35.9% | +61.7% | -97.6% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling