+16.8%
KMB vs PFG
+239.4%
-222.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -2.7% | +6.0% | -8.7% | -3.6% |
| 30D | -5.0% | +2.2% | -7.2% | -5.4% |
| 3M | +6.6% | +10.4% | -3.8% | +4.9% |
| 6M | +1.0% | +27.8% | -26.8% | -2.7% |
| YTD | +6.0% | +33.6% | -27.7% | +1.3% |
| 1Y | -16.6% | +49.3% | -65.9% | -21.6% |
| 3Y | -8.6% | +69.7% | -78.4% | -16.4% |
| 5Y | -10.9% | +111.3% | -122.2% | -22.0% |
| 10Y | +16.8% | +240.3% | -223.4% | -12.9% |
| All | +16.8% | +239.4% | -222.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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