-76.7%
PCG vs KDP
+235.7%
-312.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | +0.1% | +16.3% | -16.2% | -5.5% |
| 3M | -24.4% | +24.0% | -48.4% | -30.5% |
| 6M | -17.7% | +30.0% | -47.6% | -25.8% |
| YTD | -17.4% | +36.1% | -53.5% | -27.1% |
| 1Y | -19.4% | +46.8% | -66.2% | -30.9% |
| 3Y | -18.6% | +30.5% | -49.1% | -28.3% |
| 5Y | +10.2% | +17.9% | -7.7% | +0.4% |
| 10Y | -76.7% | +239.3% | -316.0% | -83.3% |
| All | -76.7% | +235.7% | -312.4% | -83.3% |
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