-16.0%
PCG vs KR
+10.2%
-26.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.7% |
| 7D | +1.9% | +6.1% | -4.2% | +1.6% |
| 30D | +8.5% | +17.3% | -8.8% | +7.7% |
| 3M | -22.9% | +20.2% | -43.1% | -23.7% |
| 6M | -16.8% | +3.3% | -20.1% | -16.8% |
| YTD | -15.8% | +12.3% | -28.1% | -17.6% |
| 1Y | -16.0% | +10.6% | -26.6% | -18.1% |
| All | -16.0% | +10.2% | -26.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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