-23.8%
PCG vs KMI
-5.2%
-18.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.5% |
| 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% | -14.9% |
| 6M | -23.8% | -5.7% | -18.1% | -22.5% |
| All | -23.8% | -5.2% | -18.6% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling