-76.2%
PCG vs KGC
+506.2%
-582.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | +1.5% |
| 7D | -0.5% | +8.0% | -8.5% | -1.7% |
| 30D | +0.8% | -9.3% | +10.1% | +2.0% |
| 3M | -22.0% | -21.3% | -0.7% | -19.6% |
| 6M | -17.1% | -31.5% | +14.4% | -13.2% |
| YTD | -16.9% | -23.2% | +6.4% | -15.4% |
| 1Y | -19.1% | -15.0% | -4.0% | -19.2% |
| 3Y | -19.4% | +328.7% | -348.2% | -40.4% |
| 5Y | +9.0% | +262.9% | -253.9% | -19.4% |
| 10Y | -76.2% | +568.9% | -645.1% | -85.0% |
| All | -76.2% | +506.2% | -582.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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