-19.3%
PCG vs KVYO
-55.5%
+36.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.7% |
| 7D | -3.5% | -12.1% | +8.6% | -3.4% |
| 30D | -20.6% | -5.2% | -15.4% | -20.6% |
| 3M | -17.6% | +14.5% | -32.1% | -17.8% |
| 6M | -23.5% | -17.6% | -5.9% | -23.4% |
| YTD | -13.6% | -49.6% | +36.0% | -12.2% |
| 1Y | -11.3% | -48.6% | +37.2% | -10.2% |
| All | -19.3% | -55.5% | +36.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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