-21.0%
PCG vs KMB
+2.8%
-23.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.5% |
| 7D | -1.6% | +0.5% | -2.0% | -1.8% |
| 30D | +1.4% | +12.4% | -11.0% | -2.1% |
| 3M | -23.4% | +1.0% | -24.4% | -23.7% |
| 6M | -19.4% | +12.1% | -31.5% | -22.2% |
| YTD | -18.5% | +11.6% | -30.1% | -21.4% |
| 1Y | -19.5% | +13.1% | -32.6% | -22.7% |
| 3Y | -21.0% | +1.6% | -22.6% | -23.8% |
| All | -21.0% | +2.8% | -23.8% | -23.8% |
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