-5.1%
PCG vs KMI
+21.6%
-26.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | -13.9% | -0.5% | -13.3% | -13.9% |
| 30D | -16.9% | +0.9% | -17.8% | -17.3% |
| 3M | -14.7% | 0.0% | -14.7% | -15.0% |
| 6M | -23.8% | -5.7% | -18.1% | -22.5% |
| YTD | -10.5% | +17.5% | -28.0% | -15.9% |
| 1Y | -5.1% | +22.3% | -27.4% | -14.4% |
| All | -5.1% | +21.6% | -26.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling