-20.0%
PCG vs KKR
-16.1%
-3.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -2.2% | -1.3% | -1.0% | -2.3% |
| 30D | -0.5% | +9.3% | -9.8% | 0.0% |
| 3M | -24.0% | -9.8% | -14.1% | -24.5% |
| 6M | -18.6% | +1.0% | -19.6% | -18.5% |
| YTD | -17.7% | -21.1% | +3.4% | -17.1% |
| 1Y | -20.0% | -17.0% | -3.0% | -20.5% |
| All | -20.0% | -16.1% | -3.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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