+116.1%
PG vs KNX
+166.7%
-50.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -0.8% | -5.6% | +4.8% | -0.1% |
| 30D | +0.8% | -4.4% | +5.2% | +1.3% |
| 3M | -1.3% | -17.3% | +16.0% | +0.8% |
| 6M | -3.8% | +22.6% | -26.5% | -6.9% |
| YTD | +3.6% | +31.1% | -27.5% | -0.7% |
| 1Y | -5.7% | +60.2% | -65.9% | -12.4% |
| 3Y | +1.6% | +35.8% | -34.2% | -5.0% |
| 5Y | +14.6% | +38.9% | -24.3% | +5.4% |
| All | +116.1% | +166.7% | -50.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling