+3.0%
PCG vs KTOS
-68.7%
+71.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.5% | -2.3% | +2.8% | +0.6% |
| 30D | -18.9% | -26.3% | +7.4% | -17.8% |
| 3M | -15.8% | -14.3% | -1.5% | -15.4% |
| 6M | -22.6% | -47.2% | +24.6% | -20.7% |
| YTD | -12.2% | -38.1% | +25.9% | -11.1% |
| 1Y | -7.1% | -28.4% | +21.4% | -6.8% |
| 3Y | -15.8% | +219.6% | -235.4% | -22.2% |
| 5Y | +53.3% | +107.0% | -53.6% | +43.1% |
| 10Y | -75.6% | +619.4% | -695.1% | -78.4% |
| All | +3.0% | -68.7% | +71.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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