+16.6%
PFGC vs KMX
+55.6%
-39.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +3.4% | +3.4% | 0.0% | +2.9% |
| 30D | +16.9% | +6.8% | +10.1% | +16.1% |
| 3M | +6.4% | -11.4% | +17.8% | +7.8% |
| 6M | +16.0% | +43.6% | -27.6% | +11.3% |
| YTD | +23.6% | +37.7% | -14.1% | +14.4% |
| 1Y | +16.6% | +53.0% | -36.4% | +5.4% |
| All | +16.6% | +55.6% | -39.0% | +5.4% |
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