-76.5%
PCG vs KMB
+36.1%
-112.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.0% | -3.0% | +1.0% | -0.9% |
| 30D | -2.7% | +9.1% | -11.8% | -6.1% |
| 3M | -25.1% | -0.4% | -24.6% | -25.2% |
| 6M | -22.3% | +13.0% | -35.3% | -26.3% |
| YTD | -18.5% | +10.3% | -28.8% | -22.2% |
| 1Y | -21.8% | +8.2% | -30.1% | -24.8% |
| 3Y | -21.0% | +0.4% | -21.4% | -23.3% |
| 5Y | +8.1% | -2.7% | +10.8% | +4.8% |
| All | -76.5% | +36.1% | -112.6% | -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