+108.7%
PFGC vs KMX
-54.2%
+162.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.7% | -1.9% | -1.9% | -3.3% |
| 30D | -16.0% | +2.6% | -18.5% | -16.6% |
| 3M | -4.1% | +25.6% | -29.7% | -10.0% |
| 6M | +8.7% | +41.9% | -33.2% | -2.0% |
| YTD | +6.4% | +56.0% | -49.7% | -7.5% |
| 1Y | -8.4% | -1.8% | -6.6% | -10.7% |
| 3Y | +61.8% | -25.7% | +87.5% | +66.8% |
| 5Y | +108.7% | -54.7% | +163.5% | +154.5% |
| All | +108.7% | -54.2% | +162.9% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling