-21.8%
PCG vs KDP
+36.0%
-57.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | +0.7% |
| 7D | -2.0% | -4.0% | +2.0% | -1.2% |
| 30D | -2.7% | +8.5% | -11.2% | -4.9% |
| 3M | -25.1% | +20.7% | -45.8% | -28.8% |
| 6M | -22.3% | +23.2% | -45.5% | -26.8% |
| YTD | -18.5% | +30.5% | -49.0% | -25.0% |
| 1Y | -21.8% | +35.9% | -57.7% | -30.3% |
| All | -21.8% | +36.0% | -57.8% | -30.3% |
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 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