+287.2%
PFGC vs KMX
+10.2%
+277.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.8% | -3.4% | -1.5% | -3.5% |
| 30D | -17.2% | +4.0% | -21.2% | -18.7% |
| 3M | -6.3% | +24.8% | -31.1% | -15.9% |
| 6M | +8.8% | +43.6% | -34.8% | -9.6% |
| YTD | +4.9% | +56.6% | -51.7% | -17.5% |
| 1Y | -9.5% | +2.2% | -11.7% | -16.6% |
| 3Y | +59.6% | -25.4% | +85.0% | +60.7% |
| 5Y | +113.5% | -55.0% | +168.5% | +167.1% |
| All | +287.2% | +10.2% | +277.0% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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