+298.7%
KGC vs PFGC
+135.8%
+163.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.2% | +1.8% |
| 7D | +11.1% | +10.8% | +0.3% | +8.5% |
| 30D | -3.7% | +17.8% | -21.6% | -7.3% |
| 3M | -17.2% | -2.7% | -14.5% | -17.1% |
| 6M | -27.3% | +20.0% | -47.3% | -30.5% |
| YTD | -18.5% | +24.3% | -42.8% | -23.0% |
| 1Y | -5.7% | +13.2% | -18.9% | -9.2% |
| 3Y | +336.5% | +85.9% | +250.6% | +264.6% |
| 5Y | +298.7% | +141.0% | +157.7% | +211.0% |
| All | +298.7% | +135.8% | +163.0% | +211.0% |
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