+14.1%
PCG vs KGC
+286.2%
-272.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.3% |
| 7D | -1.6% | +10.5% | -12.1% | -2.8% |
| 30D | +1.4% | -4.1% | +5.5% | +1.8% |
| 3M | -23.4% | -13.1% | -10.3% | -22.3% |
| 6M | -19.4% | -27.5% | +8.2% | -16.7% |
| YTD | -18.5% | -20.7% | +2.2% | -17.7% |
| 1Y | -19.5% | -6.1% | -13.5% | -20.9% |
| 3Y | -21.0% | +318.6% | -339.6% | -40.8% |
| All | +14.1% | +286.2% | -272.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling