-16.0%
PCG vs KMI
+26.0%
-42.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.5% |
| 7D | +1.9% | -5.2% | +7.1% | +2.8% |
| 30D | +8.5% | +1.2% | +7.3% | +7.8% |
| 3M | -22.9% | +1.3% | -24.2% | -23.5% |
| 6M | -16.8% | -1.1% | -15.6% | -16.9% |
| YTD | -15.8% | +19.0% | -34.8% | -18.6% |
| 1Y | -16.0% | +26.6% | -42.6% | -21.8% |
| All | -16.0% | +26.0% | -42.0% | -21.8% |
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