+256.4%
KDP vs PFGC
+366.4%
-110.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | +8.2% | +15.0% | -6.8% | +5.4% |
| 30D | +18.4% | +17.0% | +1.4% | +15.0% |
| 3M | +29.2% | -2.5% | +31.7% | +29.5% |
| 6M | +32.3% | +19.2% | +13.1% | +27.8% |
| YTD | +38.5% | +23.4% | +15.0% | +32.4% |
| 1Y | +48.5% | +13.9% | +34.6% | +44.1% |
| 3Y | +32.5% | +82.0% | -49.5% | +16.8% |
| 5Y | +19.7% | +128.7% | -109.0% | -0.9% |
| 10Y | +256.4% | +361.5% | -105.2% | +123.6% |
| All | +256.4% | +366.4% | -110.0% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling