-18.3%
PCG vs KR
+72.2%
-90.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +2.1% |
| 7D | +2.2% | +4.6% | -2.4% | +1.9% |
| 30D | +0.8% | +12.2% | -11.5% | 0.0% |
| 3M | -23.8% | +24.6% | -48.4% | -25.0% |
| 6M | -19.6% | +8.2% | -27.8% | -20.1% |
| YTD | -16.7% | +15.3% | -32.0% | -17.9% |
| 1Y | -19.4% | +9.8% | -29.1% | -20.3% |
| 3Y | -18.3% | +71.4% | -89.7% | -23.3% |
| All | -18.3% | +72.2% | -90.5% | -23.3% |
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