+133.4%
KR vs PFGC
+292.9%
-159.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -0.2% | -4.8% | +4.6% | 0.0% |
| 30D | +5.1% | -12.5% | +17.6% | +5.7% |
| 3M | -8.2% | -9.7% | +1.6% | -7.7% |
| 6M | -18.0% | +7.0% | -25.0% | -18.3% |
| YTD | -4.8% | +4.5% | -9.2% | -5.1% |
| 1Y | -11.0% | -11.6% | +0.6% | -10.7% |
| 3Y | +37.7% | +58.5% | -20.8% | +34.7% |
| 5Y | +52.8% | +112.6% | -59.8% | +47.5% |
| All | +133.4% | +292.9% | -159.5% | +108.0% |
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 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