-18.3%
PCG vs KMX
-14.8%
-3.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +2.0% |
| 7D | +2.2% | +3.4% | -1.2% | +1.8% |
| 30D | +0.8% | +6.8% | -6.1% | +0.1% |
| 3M | -23.8% | -11.4% | -12.4% | -23.0% |
| 6M | -19.6% | +43.6% | -63.2% | -22.6% |
| YTD | -16.7% | +37.7% | -54.5% | -20.2% |
| 1Y | -19.4% | +53.0% | -72.4% | -23.9% |
| 3Y | -18.3% | -16.3% | -2.0% | -19.0% |
| All | -18.3% | -14.8% | -3.5% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling