-76.7%
PCG vs KMX
+13.6%
-90.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.1% |
| 7D | -1.1% | -4.1% | +3.0% | -0.2% |
| 30D | +0.1% | +2.9% | -2.8% | -0.8% |
| 3M | -24.4% | -7.0% | -17.4% | -23.5% |
| 6M | -17.7% | +34.1% | -51.8% | -24.3% |
| YTD | -17.4% | +40.0% | -57.5% | -26.2% |
| 1Y | -19.4% | +67.2% | -86.6% | -31.5% |
| 3Y | -18.6% | -13.4% | -5.2% | -22.0% |
| 5Y | +10.2% | -65.1% | +75.3% | +36.7% |
| 10Y | -76.7% | +6.9% | -83.6% | -79.7% |
| All | -76.7% | +13.6% | -90.2% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling