-75.2%
PCG vs KDP
+175.4%
-250.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.8% | +3.7% |
| 7D | +5.4% | +2.1% | +3.3% | +4.5% |
| 30D | -15.1% | +8.5% | -23.6% | -17.7% |
| 3M | -9.8% | +6.6% | -16.4% | -12.2% |
| 6M | -18.0% | +17.1% | -35.1% | -23.2% |
| YTD | -7.2% | +19.0% | -26.3% | -13.8% |
| 1Y | +2.9% | +21.8% | -18.9% | -5.6% |
| 3Y | -11.1% | +6.4% | -17.5% | -15.4% |
| 5Y | +61.8% | +5.1% | +56.6% | +53.7% |
| 10Y | -75.2% | +175.8% | -251.0% | -81.2% |
| All | -75.2% | +175.4% | -250.5% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling