-5.1%
PCG vs KDP
+15.4%
-20.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | +1.3% | -15.1% | -14.1% |
| 30D | -16.9% | +6.0% | -22.8% | -18.1% |
| 3M | -14.7% | +9.2% | -23.9% | -16.8% |
| 6M | -23.8% | +14.7% | -38.5% | -26.7% |
| YTD | -10.5% | +19.2% | -29.7% | -14.8% |
| 1Y | -5.1% | +15.2% | -20.3% | -5.7% |
| All | -5.1% | +15.4% | -20.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling