-10.5%
PCG vs KHC
-10.0%
-0.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -13.9% | -1.8% | -12.1% | -13.6% |
| 30D | -16.9% | -1.9% | -15.0% | -16.6% |
| 3M | -14.7% | +14.4% | -29.1% | -17.8% |
| 6M | -23.8% | +8.7% | -32.5% | -25.8% |
| YTD | -10.5% | +7.8% | -18.3% | -12.7% |
| 1Y | -5.1% | -1.5% | -3.6% | -5.3% |
| All | -10.5% | -10.0% | -0.5% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling