+274.0%
KDP vs PFGC
+465.8%
-191.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +2.2% | +8.5% | -6.3% | +0.7% |
| 30D | +19.9% | +15.0% | +4.9% | +16.9% |
| 3M | +21.5% | -6.2% | +27.7% | +22.7% |
| 6M | +30.1% | +15.7% | +14.4% | +26.5% |
| YTD | +34.9% | +19.6% | +15.4% | +29.9% |
| 1Y | +43.4% | +13.2% | +30.2% | +39.3% |
| 3Y | +29.1% | +77.0% | -47.9% | +14.6% |
| 5Y | +15.0% | +121.5% | -106.5% | -3.9% |
| 10Y | +234.1% | +354.5% | -120.5% | +109.0% |
| All | +274.0% | +465.8% | -191.8% | +129.7% |
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