+105.7%
PCG vs KMB
+1,824.3%
-1,718.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | -13.9% | -3.0% | -10.8% | -13.0% |
| 30D | -16.9% | -5.5% | -11.4% | -15.4% |
| 3M | -14.7% | +14.0% | -28.7% | -18.2% |
| 6M | -23.8% | +4.1% | -27.9% | -25.0% |
| YTD | -10.5% | +8.0% | -18.5% | -12.9% |
| 1Y | -5.1% | -13.7% | +8.6% | -1.7% |
| 3Y | -11.6% | -5.9% | -5.7% | -11.3% |
| 5Y | +59.0% | -8.6% | +67.6% | +59.6% |
| 10Y | -75.7% | +17.3% | -93.0% | -77.5% |
| All | +105.7% | +1,824.3% | -1,718.6% | +5.4% |
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