+9.0%
PCG vs KMB
+1.1%
+7.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -0.5% | +6.0% | -6.5% | -2.1% |
| 30D | +0.8% | +13.5% | -12.7% | -3.1% |
| 3M | -22.0% | +3.8% | -25.8% | -23.0% |
| 6M | -17.1% | +15.6% | -32.7% | -20.8% |
| YTD | -16.9% | +14.0% | -30.9% | -20.4% |
| 1Y | -19.1% | +12.9% | -32.0% | -22.3% |
| 3Y | -19.4% | +3.7% | -23.2% | -21.7% |
| 5Y | +9.0% | -0.1% | +9.1% | +2.3% |
| All | +9.0% | +1.1% | +7.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling