-75.9%
PCG vs KR
+123.5%
-199.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +0.5% | -2.7% | +3.2% | +0.8% |
| 30D | -18.9% | +1.9% | -20.8% | -19.1% |
| 3M | -15.8% | -11.0% | -4.8% | -15.0% |
| 6M | -22.6% | -20.2% | -2.3% | -21.0% |
| YTD | -12.2% | -7.3% | -4.9% | -11.8% |
| 1Y | -7.1% | -13.1% | +6.0% | -6.2% |
| 3Y | -15.8% | +29.7% | -45.6% | -18.8% |
| 5Y | +53.3% | +48.8% | +4.6% | +45.3% |
| All | -75.9% | +123.5% | -199.4% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling