-18.0%
PCG vs KVYO
-56.1%
+38.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.1% |
| 7D | +0.5% | -18.4% | +18.9% | +0.7% |
| 30D | -18.9% | -12.1% | -6.8% | -18.9% |
| 3M | -15.8% | +11.2% | -27.0% | -16.1% |
| 6M | -22.6% | -19.8% | -2.8% | -22.5% |
| YTD | -12.2% | -50.3% | +38.1% | -10.8% |
| 1Y | -7.1% | -48.3% | +41.2% | -5.9% |
| All | -18.0% | -56.1% | +38.1% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling