-9.5%
PFGC vs KMX
-0.2%
-9.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -4.8% | -3.4% | -1.5% | -4.5% |
| 30D | -17.2% | +4.0% | -21.2% | -17.5% |
| 3M | -6.3% | +24.8% | -31.1% | -8.3% |
| 6M | +8.8% | +43.6% | -34.8% | +4.5% |
| YTD | +4.9% | +56.6% | -51.7% | -0.3% |
| 1Y | -9.5% | +2.2% | -11.7% | -12.6% |
| All | -9.5% | -0.2% | -9.3% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling