-16.0%
PCG vs KHC
+11.6%
-27.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.4% |
| 7D | +1.9% | +6.6% | -4.7% | +1.2% |
| 30D | +8.5% | +16.5% | -8.0% | +6.4% |
| 3M | -22.9% | -3.0% | -19.9% | -22.2% |
| 6M | -16.8% | +17.4% | -34.1% | -19.4% |
| YTD | -15.8% | +10.3% | -26.1% | -17.5% |
| 1Y | -16.0% | +12.5% | -28.5% | -18.7% |
| All | -16.0% | +11.6% | -27.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling