-59.6%
PCG vs KMI
+107.5%
-167.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.7% |
| YTD | -10.5% | +17.5% | -28.0% | -15.6% |
| 1Y | -5.1% | +22.3% | -27.4% | -11.7% |
| 3Y | -11.6% | +111.9% | -123.5% | -31.7% |
| 5Y | +59.0% | +151.8% | -92.8% | +15.9% |
| 10Y | -75.7% | +138.7% | -214.4% | -82.8% |
| All | -59.6% | +107.5% | -167.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling