-11.1%
PCG vs KR
+37.0%
-48.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +3.8% |
| 7D | +5.4% | -1.3% | +6.7% | +5.5% |
| 30D | -15.1% | +1.5% | -16.6% | -15.2% |
| 3M | -9.8% | -8.5% | -1.3% | -9.2% |
| 6M | -18.0% | -21.9% | +3.9% | -16.5% |
| YTD | -7.2% | -6.9% | -0.4% | -7.1% |
| 1Y | +2.9% | -14.0% | +16.8% | +3.5% |
| 3Y | -11.1% | +30.3% | -41.4% | -16.4% |
| All | -11.1% | +37.0% | -48.1% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling