-5.1%
PCG vs KHC
-3.0%
-2.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.7% | +2.8% |
| 7D | -13.9% | -3.3% | -10.5% | -13.5% |
| 30D | -16.9% | -3.4% | -13.4% | -16.5% |
| 3M | -14.7% | +12.6% | -27.3% | -17.0% |
| 6M | -23.8% | +7.0% | -30.8% | -25.1% |
| YTD | -10.5% | +6.1% | -16.6% | -12.0% |
| 1Y | -5.1% | -3.1% | -2.0% | -4.2% |
| All | -5.1% | -3.0% | -2.1% | -4.2% |
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