-68.8%
PCG vs KHC
-41.6%
-27.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -13.9% | -1.8% | -12.1% | -13.4% |
| 30D | -16.9% | -1.9% | -15.0% | -16.5% |
| 3M | -14.7% | +14.4% | -29.1% | -19.0% |
| 6M | -23.8% | +8.7% | -32.5% | -26.6% |
| YTD | -10.5% | +7.8% | -18.3% | -13.6% |
| 1Y | -5.1% | -1.5% | -3.6% | -5.7% |
| 3Y | -11.6% | -9.9% | -1.7% | -10.9% |
| 5Y | +59.0% | -10.7% | +69.7% | +58.4% |
| 10Y | -75.7% | -55.7% | -20.0% | -74.4% |
| All | -68.8% | -41.6% | -27.2% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling