-5.1%
PCG vs KNX
+68.2%
-73.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.3% | +2.2% |
| 7D | -13.9% | +7.4% | -21.2% | -14.3% |
| 30D | -16.9% | +2.0% | -18.8% | -17.0% |
| 3M | -14.7% | -7.9% | -6.9% | -14.2% |
| 6M | -23.8% | +14.4% | -38.2% | -25.2% |
| YTD | -10.5% | +38.9% | -49.4% | -14.0% |
| 1Y | -5.1% | +65.9% | -71.0% | -12.1% |
| All | -5.1% | +68.2% | -73.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling