-51.6%
PCG vs KDP
+1,304.6%
-1,356.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | 0.0% | +4.5% | -4.5% | -1.5% |
| 30D | +5.8% | +18.5% | -12.7% | 0.0% |
| 3M | -22.8% | +20.8% | -43.6% | -27.6% |
| 6M | -18.4% | +29.4% | -47.8% | -25.4% |
| YTD | -16.9% | +35.9% | -52.8% | -25.4% |
| 1Y | -17.6% | +42.5% | -60.1% | -27.3% |
| 3Y | -20.0% | +29.4% | -49.3% | -28.0% |
| 5Y | +16.0% | +15.8% | +0.2% | +7.7% |
| 10Y | -76.7% | +236.5% | -313.1% | -84.2% |
| All | -51.6% | +1,304.6% | -1,356.2% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling