-0.7%
PCG vs KHC
-2.2%
+1.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -13.9% | -1.8% | -12.1% | -13.7% |
| 30D | -16.9% | -1.9% | -15.0% | -16.7% |
| 3M | -14.7% | +14.4% | -29.1% | -17.1% |
| 6M | -23.8% | +8.7% | -32.5% | -25.2% |
| YTD | -10.5% | +7.8% | -18.3% | -12.1% |
| All | -0.7% | -2.2% | +1.4% | -0.5% |
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