-76.5%
PCG vs KMX
-3.5%
-73.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -2.7% | +3.5% | -6.2% | -3.7% |
| 3M | -25.1% | -10.4% | -14.6% | -23.4% |
| 6M | -22.3% | +37.6% | -59.9% | -29.1% |
| YTD | -18.5% | +36.1% | -54.6% | -26.7% |
| 1Y | -21.8% | +52.8% | -74.6% | -32.1% |
| 3Y | -21.0% | -17.0% | -4.0% | -23.5% |
| 5Y | +8.1% | -64.7% | +72.7% | +33.1% |
| All | -76.5% | -3.5% | -73.0% | -80.0% |
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