+54.2%
PCG vs KR
+36.6%
+17.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -2.9% | -4.1% |
| 7D | +6.5% | -3.1% | +9.5% | +6.8% |
| 30D | -16.7% | +0.6% | -17.3% | -16.8% |
| 3M | -14.2% | -9.8% | -4.4% | -13.2% |
| 6M | -21.5% | -22.1% | +0.7% | -19.3% |
| YTD | -11.2% | -8.1% | -3.1% | -10.7% |
| 1Y | -4.2% | -14.7% | +10.4% | -3.0% |
| 3Y | -14.9% | +28.6% | -43.4% | -19.3% |
| 5Y | +54.2% | +36.4% | +17.9% | +46.4% |
| All | +54.2% | +36.6% | +17.6% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling