+4.7%
KWEB vs PFGC
+403.3%
-398.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -3.6% | -3.7% | +0.1% | -2.8% |
| 30D | -14.9% | -16.0% | +1.1% | -12.0% |
| 3M | -5.4% | -4.1% | -1.3% | -4.8% |
| 6M | -18.9% | +8.7% | -27.6% | -20.4% |
| YTD | -27.2% | +6.4% | -33.6% | -28.6% |
| 1Y | -34.2% | -8.4% | -25.9% | -33.6% |
| 3Y | +0.6% | +61.8% | -61.1% | -10.2% |
| 5Y | -43.5% | +108.7% | -152.2% | -52.0% |
| 10Y | -20.6% | +298.1% | -318.7% | -42.1% |
| All | +4.7% | +403.3% | -398.6% | -29.9% |
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