+419.1%
PFGC vs KMX
+7.1%
+412.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.0% |
| 7D | -2.2% | +1.9% | -4.1% | -3.0% |
| 30D | -11.9% | +11.7% | -23.6% | -16.0% |
| 3M | +5.0% | +34.9% | -29.9% | -8.4% |
| 6M | +8.6% | +50.3% | -41.7% | -10.9% |
| YTD | +9.7% | +63.8% | -54.1% | -14.8% |
| 1Y | -6.3% | +3.8% | -10.1% | -13.9% |
| 3Y | +58.2% | -24.3% | +82.5% | +58.9% |
| 5Y | +110.4% | -50.2% | +160.7% | +145.6% |
| 10Y | +272.8% | +5.4% | +267.4% | +188.9% |
| All | +419.1% | +7.1% | +412.0% | +324.6% |
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 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