+485.1%
PFGC vs KMX
-9.9%
+495.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +3.4% | +3.4% | 0.0% | +2.0% |
| 30D | +16.9% | +6.8% | +10.1% | +13.8% |
| 3M | +6.4% | -11.4% | +17.8% | +11.2% |
| 6M | +16.0% | +43.6% | -27.6% | -2.4% |
| YTD | +23.6% | +37.7% | -14.1% | +2.7% |
| 1Y | +16.6% | +53.0% | -36.4% | -7.9% |
| 3Y | +82.3% | -16.3% | +98.6% | +71.9% |
| 5Y | +138.7% | -64.2% | +203.0% | +232.6% |
| 10Y | +352.8% | -2.8% | +355.7% | +266.5% |
| All | +485.1% | -9.9% | +495.1% | +411.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling