+87.3%
PCG vs KR
+5,370.5%
-5,283.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -2.7% | +14.9% | -17.6% | -4.8% |
| 3M | -25.1% | +25.4% | -50.4% | -27.8% |
| 6M | -22.3% | +9.3% | -31.6% | -23.7% |
| YTD | -18.5% | +13.7% | -32.1% | -20.6% |
| 1Y | -21.8% | +9.2% | -31.0% | -23.5% |
| 3Y | -21.0% | +70.1% | -91.1% | -28.6% |
| 5Y | +8.1% | +82.5% | -74.4% | -4.4% |
| 10Y | -76.6% | +155.7% | -232.4% | -81.1% |
| All | +87.3% | +5,370.5% | -5,283.1% | -0.7% |
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 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