+38.7%
KMB vs PFG
+203.0%
-164.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.6% |
| 7D | +3.4% | +2.3% | +1.1% | +3.0% |
| 30D | +14.7% | +7.6% | +7.1% | +13.5% |
| 3M | +3.3% | +2.5% | +0.7% | +2.8% |
| 6M | +16.8% | +16.6% | +0.2% | +14.0% |
| YTD | +15.2% | +34.1% | -18.8% | +10.1% |
| 1Y | +13.3% | +44.1% | -30.8% | +7.1% |
| 3Y | +5.4% | +86.3% | -80.8% | -4.7% |
| 5Y | +2.7% | +101.6% | -98.8% | -9.4% |
| 10Y | +38.7% | +197.9% | -159.2% | +14.9% |
| All | +38.7% | +203.0% | -164.4% | +14.9% |
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