+13.4%
PG vs KWEB
-42.7%
+56.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.6% |
| 7D | -0.8% | -5.6% | +4.8% | -0.6% |
| 30D | +0.8% | -10.7% | +11.5% | +1.2% |
| 3M | -1.3% | -7.4% | +6.1% | -1.1% |
| 6M | -3.8% | -19.3% | +15.5% | -3.3% |
| YTD | +3.6% | -27.8% | +31.4% | +4.5% |
| 1Y | -5.7% | -35.9% | +30.2% | -4.6% |
| 3Y | +1.6% | -1.9% | +3.5% | +1.1% |
| All | +13.4% | -42.7% | +56.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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