-76.7%
PCG vs KMB
+41.7%
-118.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.1% |
| 7D | -1.1% | +3.4% | -4.5% | -2.3% |
| 30D | +0.1% | +14.7% | -14.6% | -5.2% |
| 3M | -24.4% | +3.3% | -27.7% | -25.5% |
| 6M | -17.7% | +16.8% | -34.5% | -22.8% |
| YTD | -17.4% | +15.2% | -32.6% | -22.4% |
| 1Y | -19.4% | +13.3% | -32.7% | -23.7% |
| 3Y | -18.6% | +5.4% | -24.0% | -22.4% |
| 5Y | +10.2% | +2.7% | +7.5% | +4.7% |
| 10Y | -76.7% | +38.7% | -115.3% | -80.1% |
| All | -76.7% | +41.7% | -118.4% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling