-9.2%
PCG vs KRMN
+17.4%
-26.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.3% | +7.0% | -3.8% |
| 7D | +6.5% | -12.9% | +19.3% | +7.0% |
| 30D | -16.7% | -43.3% | +26.6% | -15.9% |
| 3M | -14.2% | -27.2% | +13.0% | -13.4% |
| 6M | -21.5% | -66.8% | +45.3% | -19.7% |
| YTD | -11.2% | -51.9% | +40.7% | -11.0% |
| 1Y | -4.2% | -43.7% | +39.5% | -5.4% |
| All | -9.2% | +17.4% | -26.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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