+55.1%
PCG vs KNX
+41.0%
+14.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.4% | -3.7% |
| 7D | +6.5% | +2.3% | +4.1% | +6.0% |
| 30D | -16.7% | +0.5% | -17.2% | -17.0% |
| 3M | -14.2% | -14.1% | 0.0% | -12.0% |
| 6M | -21.5% | +19.8% | -41.2% | -25.0% |
| YTD | -11.2% | +32.7% | -43.9% | -17.3% |
| 1Y | -4.2% | +62.3% | -66.5% | -15.1% |
| 3Y | -14.9% | +36.8% | -51.7% | -23.4% |
| All | +55.1% | +41.0% | +14.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling