+14.7%
KMB vs PFGC
+287.3%
-272.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.1% |
| 7D | -8.6% | -3.7% | -4.9% | -8.5% |
| 30D | -7.5% | -16.0% | +8.4% | -6.8% |
| 3M | -0.6% | -4.1% | +3.5% | -0.4% |
| 6M | -1.5% | +8.7% | -10.3% | -1.9% |
| YTD | +1.6% | +6.4% | -4.7% | +1.3% |
| 1Y | -20.8% | -8.4% | -12.4% | -20.6% |
| 3Y | -12.4% | +61.8% | -74.1% | -14.2% |
| 5Y | -12.9% | +108.7% | -121.6% | -15.6% |
| 10Y | +14.7% | +298.1% | -283.4% | +13.8% |
| All | +14.7% | +287.3% | -272.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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