-12.5%
RUN vs PFGC
+485.3%
-497.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +3.2% | +1.5% | +1.7% | +2.5% |
| 30D | +19.5% | +17.4% | +2.1% | +11.9% |
| 3M | -9.6% | -2.4% | -7.2% | -9.3% |
| 6M | -37.3% | +18.2% | -55.5% | -41.9% |
| YTD | -50.7% | +23.7% | -74.4% | -55.7% |
| 1Y | -54.1% | +15.0% | -69.0% | -57.5% |
| 3Y | -3.9% | +82.3% | -86.3% | -27.0% |
| 5Y | -84.4% | +131.9% | -216.3% | -89.1% |
| 10Y | +77.5% | +353.0% | -275.5% | -4.8% |
| All | -12.5% | +485.3% | -497.9% | -55.0% |
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 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