-76.3%
PCG vs KWEB
-19.7%
-56.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.5% | -5.6% | +2.1% | -2.7% |
| 30D | -20.6% | -10.7% | -9.9% | -19.2% |
| 3M | -17.6% | -7.4% | -10.2% | -16.7% |
| 6M | -23.5% | -19.3% | -4.2% | -21.1% |
| YTD | -13.6% | -27.8% | +14.1% | -9.6% |
| 1Y | -11.3% | -35.9% | +24.6% | -5.5% |
| 3Y | -16.9% | -1.9% | -15.0% | -18.9% |
| 5Y | +50.8% | -43.2% | +94.0% | +57.2% |
| All | -76.3% | -19.7% | -56.6% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling