+1,956.7%
PG vs KNX
+4,983.8%
-3,027.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -0.8% | -5.6% | +4.8% | -0.2% |
| 30D | +0.8% | -4.4% | +5.2% | +1.2% |
| 3M | -1.3% | -17.3% | +16.0% | +0.4% |
| 6M | -3.8% | +22.6% | -26.5% | -6.2% |
| YTD | +3.6% | +31.1% | -27.5% | +0.2% |
| 1Y | -5.7% | +60.2% | -65.9% | -10.9% |
| 3Y | +1.6% | +35.8% | -34.2% | -3.4% |
| 5Y | +14.6% | +38.9% | -24.3% | +7.9% |
| 10Y | +121.2% | +166.5% | -45.3% | +91.0% |
| All | +1,956.7% | +4,983.8% | -3,027.1% | +1,437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling