+105.7%
PCG vs KR
+4,491.2%
-4,385.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +1.5% | -15.4% | -14.0% |
| 30D | -16.9% | +4.1% | -20.9% | -17.4% |
| 3M | -14.7% | -5.2% | -9.5% | -14.2% |
| 6M | -23.8% | -12.8% | -11.0% | -22.5% |
| YTD | -10.5% | -4.6% | -5.9% | -10.2% |
| 1Y | -5.1% | -11.7% | +6.6% | -3.8% |
| 3Y | -11.6% | +36.3% | -47.9% | -17.1% |
| 5Y | +59.0% | +40.0% | +19.0% | +46.7% |
| 10Y | -75.7% | +122.2% | -197.9% | -80.0% |
| All | +105.7% | +4,491.2% | -4,385.5% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling