-20.0%
PCG vs KHC
+6.0%
-26.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -4.6% | +2.4% | -1.7% |
| 30D | -0.5% | +8.1% | -8.6% | -1.4% |
| 3M | -24.0% | 0.0% | -24.0% | -24.1% |
| 6M | -18.6% | +7.9% | -26.5% | -19.9% |
| YTD | -17.7% | +5.3% | -22.9% | -19.0% |
| 1Y | -20.0% | +5.1% | -25.1% | -21.3% |
| All | -20.0% | +6.0% | -26.0% | -21.3% |
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