-76.5%
PCG vs KHC
-51.7%
-24.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.0% | -3.3% | +1.4% | -0.9% |
| 30D | -2.7% | +9.1% | -11.8% | -5.6% |
| 3M | -25.1% | +1.4% | -26.5% | -25.8% |
| 6M | -22.3% | +8.4% | -30.7% | -25.1% |
| YTD | -18.5% | +6.2% | -24.7% | -21.2% |
| 1Y | -21.8% | +5.7% | -27.5% | -24.3% |
| 3Y | -21.0% | -12.0% | -9.0% | -19.9% |
| 5Y | +8.1% | -15.3% | +23.4% | +9.6% |
| All | -76.5% | -51.7% | -24.8% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling