-18.6%
PCG vs KMB
+4.9%
-23.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.4% |
| 7D | -1.1% | +3.4% | -4.5% | -2.0% |
| 30D | +0.1% | +14.7% | -14.6% | -3.9% |
| 3M | -24.4% | +3.3% | -27.7% | -25.2% |
| 6M | -17.7% | +16.8% | -34.5% | -21.5% |
| YTD | -17.4% | +15.2% | -32.6% | -21.1% |
| 1Y | -19.4% | +13.3% | -32.7% | -22.6% |
| 3Y | -18.6% | +5.4% | -24.0% | -22.0% |
| All | -18.6% | +4.9% | -23.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling