-76.3%
PCG vs KNX
+166.7%
-243.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -3.5% | -5.6% | +2.1% | -2.5% |
| 30D | -20.6% | -4.4% | -16.2% | -20.1% |
| 3M | -17.6% | -17.3% | -0.2% | -14.9% |
| 6M | -23.5% | +22.6% | -46.1% | -27.0% |
| YTD | -13.6% | +31.1% | -44.8% | -18.9% |
| 1Y | -11.3% | +60.2% | -71.5% | -20.3% |
| 3Y | -16.9% | +35.8% | -52.7% | -24.4% |
| 5Y | +50.8% | +38.9% | +11.9% | +34.8% |
| All | -76.3% | +166.7% | -243.0% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling