+391.9%
KMB vs PFG
+960.1%
-568.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 3M | +1.0% | -3.2% | +4.2% | +1.4% |
| 6M | +12.1% | +10.9% | +1.2% | +10.4% |
| YTD | +11.6% | +28.8% | -17.2% | +7.4% |
| 1Y | +13.1% | +39.2% | -26.1% | +7.7% |
| 3Y | +1.6% | +75.0% | -73.5% | -7.1% |
| 5Y | -0.3% | +91.9% | -92.3% | -11.0% |
| 10Y | +37.9% | +202.3% | -164.4% | +10.5% |
| All | +391.9% | +960.1% | -568.2% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling