-21.0%
PCG vs KMI
+102.8%
-123.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.6% | -10.8% | +9.2% | +2.3% |
| 30D | +1.4% | -5.0% | +6.4% | +2.9% |
| 3M | -23.4% | -3.4% | -20.0% | -23.0% |
| 6M | -19.4% | -3.4% | -16.0% | -19.1% |
| YTD | -18.5% | +13.1% | -31.6% | -23.6% |
| 1Y | -19.5% | +19.0% | -38.6% | -26.3% |
| 3Y | -21.0% | +106.1% | -127.1% | -48.3% |
| All | -21.0% | +102.8% | -123.8% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling