+61.8%
PCG vs KMI
+158.6%
-96.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.9% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | -15.1% | +3.7% | -18.8% | -16.7% |
| 3M | -9.8% | +3.2% | -13.0% | -11.4% |
| 6M | -18.0% | -3.0% | -15.0% | -17.4% |
| YTD | -7.2% | +19.7% | -26.9% | -15.1% |
| 1Y | +2.9% | +25.6% | -22.8% | -8.0% |
| 3Y | -11.1% | +120.2% | -131.3% | -40.5% |
| 5Y | +61.8% | +160.5% | -98.7% | -0.1% |
| All | +61.8% | +158.6% | -96.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling