-66.0%
PCG vs KWEB
+12.9%
-78.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +2.2% | -7.8% | +10.0% | +3.3% |
| 30D | +0.8% | -6.4% | +7.2% | +1.6% |
| 3M | -23.8% | -14.6% | -9.2% | -22.2% |
| 6M | -19.6% | -25.0% | +5.4% | -16.5% |
| YTD | -16.7% | -32.7% | +15.9% | -12.4% |
| 1Y | -19.4% | -37.3% | +17.9% | -14.4% |
| 3Y | -18.3% | -5.9% | -12.4% | -19.5% |
| 5Y | +10.4% | -47.1% | +57.5% | +14.5% |
| 10Y | -76.1% | -22.3% | -53.8% | -77.0% |
| All | -66.0% | +12.9% | -78.9% | -68.2% |
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