-11.1%
RUN vs PFGC
+409.4%
-420.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.4% |
| 7D | +10.2% | -2.4% | +12.6% | +11.2% |
| 30D | -9.6% | -15.8% | +6.2% | -3.6% |
| 3M | -31.5% | -0.6% | -30.9% | -31.8% |
| 6M | -18.7% | +10.7% | -29.4% | -22.6% |
| YTD | -49.9% | +7.6% | -57.5% | -52.3% |
| 1Y | -45.5% | -7.8% | -37.7% | -45.2% |
| 3Y | -34.1% | +63.7% | -97.8% | -47.5% |
| 5Y | -79.4% | +112.3% | -191.7% | -85.1% |
| 10Y | +48.9% | +286.7% | -237.7% | -14.9% |
| All | -11.1% | +409.4% | -420.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling