+266.4%
KDP vs PFG
+189.4%
+77.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +4.0% | -2.2% | +6.2% | +4.4% |
| 30D | +16.8% | +6.4% | +10.4% | +15.5% |
| 3M | +32.0% | +2.2% | +29.8% | +31.4% |
| 6M | +35.2% | +16.3% | +18.9% | +31.3% |
| YTD | +40.9% | +33.2% | +7.7% | +33.3% |
| 1Y | +47.7% | +40.6% | +7.1% | +38.2% |
| 3Y | +34.8% | +83.3% | -48.6% | +18.7% |
| 5Y | +22.6% | +97.7% | -75.1% | +5.2% |
| 10Y | +266.4% | +189.9% | +76.6% | +176.4% |
| All | +266.4% | +189.4% | +77.1% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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