+136.1%
PFGC vs KMX
-65.0%
+201.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +16.1% | +3.5% | +12.7% | +15.2% |
| 3M | +2.4% | -10.4% | +12.8% | +4.9% |
| 6M | +15.7% | +37.6% | -21.9% | +5.5% |
| YTD | +22.3% | +36.1% | -13.8% | +9.7% |
| 1Y | +13.9% | +52.8% | -38.9% | -1.3% |
| 3Y | +80.3% | -17.0% | +97.3% | +78.0% |
| 5Y | +136.1% | -64.7% | +200.8% | +258.5% |
| All | +136.1% | -65.0% | +201.1% | +258.5% |
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