-76.4%
PCG vs KMB
+38.7%
-115.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -0.5% | +10.2% | -10.7% | -4.3% |
| 3M | -24.0% | +1.5% | -25.4% | -24.6% |
| 6M | -18.6% | +16.6% | -35.3% | -23.7% |
| YTD | -17.7% | +12.1% | -29.7% | -21.8% |
| 1Y | -20.0% | +11.1% | -31.1% | -23.8% |
| 3Y | -20.2% | +1.9% | -22.2% | -23.0% |
| 5Y | +8.4% | -1.3% | +9.6% | +4.6% |
| 10Y | -76.4% | +37.8% | -114.2% | -80.1% |
| All | -76.4% | +38.7% | -115.1% | -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