-76.7%
PCG vs KGC
+496.6%
-573.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.9% |
| 7D | -1.1% | +11.1% | -12.2% | -2.6% |
| 30D | +0.1% | -3.7% | +3.8% | +0.4% |
| 3M | -24.4% | -17.2% | -7.2% | -22.7% |
| 6M | -17.7% | -27.3% | +9.6% | -14.5% |
| YTD | -17.4% | -18.5% | +1.1% | -16.7% |
| 1Y | -19.4% | -5.7% | -13.7% | -20.7% |
| 3Y | -18.6% | +336.5% | -355.1% | -39.8% |
| 5Y | +10.2% | +298.7% | -288.5% | -19.6% |
| 10Y | -76.7% | +538.5% | -615.2% | -85.3% |
| All | -76.7% | +496.6% | -573.3% | -85.3% |
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