+61.8%
PCG vs KMX
-52.4%
+114.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +4.2% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | -15.1% | +4.1% | -19.2% | -15.6% |
| 3M | -9.8% | +27.5% | -37.3% | -12.9% |
| 6M | -18.0% | +43.6% | -61.6% | -22.4% |
| YTD | -7.2% | +56.8% | -64.0% | -13.7% |
| 1Y | +2.9% | -1.3% | +4.2% | +2.0% |
| 3Y | -11.1% | -25.4% | +14.3% | -9.5% |
| 5Y | +61.8% | -53.9% | +115.7% | +78.1% |
| All | +61.8% | -52.4% | +114.2% | +78.1% |
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