+41.5%
KMB vs PFGC
+419.1%
-377.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | -5.5% | -11.9% | +6.5% | -4.9% |
| 3M | +14.0% | +5.0% | +9.0% | +13.7% |
| 6M | +4.1% | +8.6% | -4.5% | +3.7% |
| YTD | +8.0% | +9.7% | -1.6% | +7.5% |
| 1Y | -13.7% | -6.3% | -7.5% | -13.6% |
| 3Y | -5.9% | +58.2% | -64.2% | -8.0% |
| 5Y | -8.6% | +110.4% | -119.1% | -11.9% |
| 10Y | +17.3% | +272.8% | -255.5% | +14.0% |
| All | +41.5% | +419.1% | -377.6% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling