-1.9%
KWEB vs PFGC
+58.8%
-60.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -5.6% | -4.8% | -0.8% | -4.7% |
| 30D | -10.7% | -12.5% | +1.9% | -8.3% |
| 3M | -7.4% | -9.7% | +2.3% | -5.8% |
| 6M | -19.3% | +7.0% | -26.3% | -20.9% |
| YTD | -27.8% | +4.5% | -32.2% | -29.1% |
| 1Y | -35.9% | -11.6% | -24.4% | -34.9% |
| 3Y | -1.9% | +58.5% | -60.4% | -15.1% |
| All | -1.9% | +58.8% | -60.8% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling