-22.5%
KWEB vs PFG
+251.1%
-273.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -5.6% | -0.4% | -5.1% | -5.4% |
| 30D | -10.7% | +2.9% | -13.6% | -11.7% |
| 3M | -7.4% | +6.7% | -14.1% | -9.8% |
| 6M | -19.3% | +33.8% | -53.1% | -27.4% |
| YTD | -27.8% | +35.0% | -62.7% | -35.3% |
| 1Y | -35.9% | +46.4% | -82.3% | -44.3% |
| 3Y | -1.9% | +71.7% | -73.6% | -20.4% |
| 5Y | -43.2% | +113.7% | -156.9% | -57.2% |
| All | -22.5% | +251.1% | -273.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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