-62.5%
PCG vs KMI
+107.9%
-170.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -0.5% | -5.1% | +4.7% | +1.2% |
| 30D | +0.8% | -3.1% | +3.9% | +1.6% |
| 3M | -22.0% | +0.2% | -22.3% | -22.5% |
| 6M | -17.1% | +1.1% | -18.2% | -17.9% |
| YTD | -16.9% | +17.7% | -34.6% | -21.8% |
| 1Y | -19.1% | +19.6% | -38.7% | -24.3% |
| 3Y | -19.4% | +117.6% | -137.0% | -38.4% |
| 5Y | +9.0% | +143.1% | -134.1% | -19.7% |
| 10Y | -76.2% | +142.0% | -218.2% | -83.2% |
| All | -62.5% | +107.9% | -170.4% | -73.4% |
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