-63.2%
PCG vs KMI
+99.7%
-162.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.6% | -10.8% | +9.2% | +2.0% |
| 30D | +1.4% | -5.0% | +6.4% | +2.9% |
| 3M | -23.4% | -3.4% | -20.0% | -22.9% |
| 6M | -19.4% | -3.4% | -16.0% | -18.9% |
| YTD | -18.5% | +13.1% | -31.6% | -22.3% |
| 1Y | -19.5% | +19.0% | -38.6% | -24.7% |
| 3Y | -21.0% | +106.1% | -127.1% | -38.5% |
| 5Y | +13.7% | +130.1% | -116.3% | -14.8% |
| 10Y | -77.2% | +151.9% | -229.1% | -83.9% |
| All | -63.2% | +99.7% | -162.9% | -73.6% |
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