-10.9%
KMB vs PFGC
+110.5%
-121.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | -5.0% | -15.8% | +10.7% | -3.2% |
| 3M | +6.6% | -0.6% | +7.2% | +6.7% |
| 6M | +1.0% | +10.7% | -9.7% | 0.0% |
| YTD | +6.0% | +7.6% | -1.7% | +5.0% |
| 1Y | -16.6% | -7.8% | -8.8% | -16.3% |
| 3Y | -8.6% | +63.7% | -72.4% | -13.8% |
| 5Y | -10.9% | +112.3% | -123.1% | -18.0% |
| All | -10.9% | +110.5% | -121.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling