-63.5%
PCG vs KWEB
+28.2%
-91.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.2% |
| 7D | -13.9% | -1.0% | -12.8% | -13.7% |
| 30D | -16.9% | -8.7% | -8.1% | -15.8% |
| 3M | -14.7% | -4.0% | -10.8% | -14.4% |
| 6M | -23.8% | -13.1% | -10.7% | -22.5% |
| YTD | -10.5% | -23.5% | +13.0% | -7.5% |
| 1Y | -5.1% | -27.2% | +22.0% | -1.3% |
| 3Y | -11.6% | -2.1% | -9.5% | -13.3% |
| 5Y | +59.0% | -40.8% | +99.8% | +62.2% |
| 10Y | -75.7% | -17.5% | -58.3% | -77.0% |
| All | -63.5% | +28.2% | -91.7% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling