-76.0%
PCG vs KGC
+646.4%
-722.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.8% |
| 7D | -13.9% | -1.3% | -12.6% | -13.7% |
| 30D | -16.9% | +20.3% | -37.1% | -19.2% |
| 3M | -14.7% | +8.1% | -22.8% | -16.2% |
| 6M | -23.8% | -8.8% | -15.1% | -23.5% |
| YTD | -10.5% | +10.1% | -20.6% | -13.3% |
| 1Y | -5.1% | +44.2% | -49.3% | -12.6% |
| 3Y | -11.6% | +533.0% | -544.6% | -38.0% |
| 5Y | +59.0% | +443.0% | -384.0% | +11.2% |
| All | -76.0% | +646.4% | -722.3% | -85.1% |
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