+461.7%
KGC vs PFGC
+111.7%
+350.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -0.1% | -3.7% | +3.6% | +0.7% |
| 30D | +10.5% | -16.0% | +26.4% | +14.4% |
| 3M | +19.8% | -4.1% | +23.9% | +20.6% |
| 6M | -6.7% | +8.7% | -15.4% | -8.6% |
| YTD | +7.8% | +6.4% | +1.4% | +5.7% |
| 1Y | +35.7% | -8.4% | +44.0% | +36.8% |
| 3Y | +553.7% | +61.8% | +491.9% | +468.4% |
| 5Y | +461.7% | +108.7% | +353.0% | +358.1% |
| All | +461.7% | +111.7% | +350.0% | +358.1% |
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