+294.5%
KEEL vs PFG
+192.8%
+101.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.3% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +0.8% | +2.9% | -2.0% | -0.7% |
| 3M | -35.3% | +6.7% | -42.0% | -37.7% |
| 6M | +59.4% | +33.8% | +25.6% | +37.4% |
| YTD | +51.9% | +35.0% | +17.0% | +30.3% |
| 1Y | +75.0% | +46.4% | +28.6% | +43.3% |
| 3Y | +224.5% | +71.7% | +152.9% | +154.8% |
| 5Y | -35.9% | +113.7% | -149.6% | -50.5% |
| All | +294.5% | +192.8% | +101.6% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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