+175.8%
KDP vs PFGC
+273.4%
-97.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.2% |
| 7D | +2.1% | -2.4% | +4.5% | +2.5% |
| 30D | +8.5% | -15.8% | +24.2% | +11.8% |
| 3M | +6.6% | -0.6% | +7.2% | +6.6% |
| 6M | +17.1% | +10.7% | +6.4% | +14.7% |
| YTD | +19.0% | +7.6% | +11.4% | +16.8% |
| 1Y | +21.8% | -7.8% | +29.6% | +22.8% |
| 3Y | +6.4% | +63.7% | -57.3% | -4.4% |
| 5Y | +5.1% | +112.3% | -107.1% | -12.0% |
| 10Y | +175.8% | +286.7% | -110.9% | +74.3% |
| All | +175.8% | +273.4% | -97.6% | +74.3% |
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