+95.3%
KR vs PFGC
+403.3%
-308.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -3.1% | -3.7% | +0.7% | -2.9% |
| 30D | +0.6% | -16.0% | +16.6% | +1.4% |
| 3M | -9.8% | -4.1% | -5.6% | -9.6% |
| 6M | -22.1% | +8.7% | -30.8% | -22.5% |
| YTD | -8.1% | +6.4% | -14.5% | -8.5% |
| 1Y | -14.7% | -8.4% | -6.3% | -14.4% |
| 3Y | +28.6% | +61.8% | -33.2% | +25.4% |
| 5Y | +36.4% | +108.7% | -72.3% | +31.1% |
| 10Y | +120.8% | +298.1% | -177.4% | +98.8% |
| All | +95.3% | +403.3% | -308.1% | +68.6% |
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