+14.1%
PCG vs KMX
-66.8%
+80.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.7% |
| 7D | -1.6% | -7.4% | +5.8% | -0.7% |
| 30D | +1.4% | -3.4% | +4.8% | +1.7% |
| 3M | -23.4% | -11.3% | -12.1% | -22.4% |
| 6M | -19.4% | +30.6% | -49.9% | -22.7% |
| YTD | -18.5% | +33.2% | -51.7% | -22.8% |
| 1Y | -19.5% | +66.7% | -86.2% | -26.6% |
| 3Y | -21.0% | -22.1% | +1.1% | -20.7% |
| All | +14.1% | -66.8% | +80.9% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling