+376.2%
KMB vs PFG
+1,015.3%
-639.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -3.0% | +5.5% | -8.6% | -3.8% |
| 30D | -5.5% | +2.4% | -7.8% | -5.8% |
| 3M | +14.0% | +13.6% | +0.4% | +11.8% |
| 6M | +4.1% | +27.9% | -23.8% | +0.4% |
| YTD | +8.0% | +35.6% | -27.5% | +3.3% |
| 1Y | -13.7% | +48.5% | -62.2% | -18.7% |
| 3Y | -5.9% | +66.9% | -72.8% | -13.4% |
| 5Y | -8.6% | +111.0% | -119.6% | -19.6% |
| 10Y | +17.3% | +244.5% | -227.2% | -7.7% |
| All | +376.2% | +1,015.3% | -639.1% | +176.1% |
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 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