+16.2%
KDP vs PFGC
+138.1%
-121.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -0.8% | +3.4% | -4.2% | -1.4% |
| 30D | +9.7% | +16.9% | -7.2% | +6.6% |
| 3M | +17.6% | +6.4% | +11.2% | +16.1% |
| 6M | +25.8% | +16.0% | +9.8% | +22.3% |
| YTD | +33.9% | +23.6% | +10.2% | +28.3% |
| 1Y | +38.9% | +16.6% | +22.3% | +34.3% |
| 3Y | +26.8% | +82.3% | -55.5% | +12.4% |
| All | +16.2% | +138.1% | -121.9% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling