-76.2%
PCG vs KHC
-54.5%
-21.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | -1.1% | +0.7% | -0.1% |
| 30D | +0.8% | +8.8% | -8.1% | -2.2% |
| 3M | -22.0% | -1.2% | -20.8% | -22.2% |
| 6M | -17.1% | +4.6% | -21.7% | -19.1% |
| YTD | -16.9% | +5.1% | -22.0% | -19.3% |
| 1Y | -19.1% | +6.2% | -25.3% | -21.8% |
| 3Y | -19.4% | -12.9% | -6.5% | -18.0% |
| 5Y | +9.0% | -16.8% | +25.8% | +11.1% |
| 10Y | -76.2% | -52.4% | -23.7% | -77.9% |
| All | -76.2% | -54.5% | -21.7% | -77.9% |
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