+91.1%
PCG vs KMB
+1,925.1%
-1,834.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +5.8% | +14.1% | -8.3% | +1.4% |
| 3M | -22.8% | -0.5% | -22.2% | -22.8% |
| 6M | -18.4% | +16.6% | -35.0% | -22.5% |
| YTD | -16.9% | +13.7% | -30.6% | -20.6% |
| 1Y | -17.6% | +16.1% | -33.7% | -21.8% |
| 3Y | -20.0% | +4.7% | -24.7% | -22.5% |
| 5Y | +16.0% | +1.5% | +14.5% | +12.6% |
| 10Y | -76.7% | +40.5% | -117.2% | -79.5% |
| All | +91.1% | +1,925.1% | -1,834.0% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling