+1.6%
KMB vs PFG
+72.1%
-70.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.5% |
| 30D | +12.4% | +2.0% | +10.4% | +12.0% |
| 3M | +1.0% | -3.2% | +4.2% | +1.4% |
| 6M | +12.1% | +10.9% | +1.2% | +10.3% |
| YTD | +11.6% | +28.8% | -17.2% | +7.5% |
| 1Y | +13.1% | +39.2% | -26.1% | +7.8% |
| 3Y | +1.6% | +75.0% | -73.5% | -5.1% |
| All | +1.6% | +72.1% | -70.5% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling