+309.9%
KEEL vs PFG
+187.4%
+122.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +19.3% | +3.2% | +16.1% | +17.5% |
| 30D | +9.1% | +0.9% | +8.2% | +8.5% |
| 3M | -31.5% | +7.7% | -39.3% | -34.4% |
| 6M | +75.8% | +29.0% | +46.9% | +54.3% |
| YTD | +57.9% | +32.5% | +25.4% | +36.7% |
| 1Y | +133.3% | +47.3% | +86.0% | +90.8% |
| 3Y | +204.1% | +68.2% | +135.9% | +141.1% |
| 5Y | -37.5% | +108.5% | -146.0% | -51.3% |
| All | +309.9% | +187.4% | +122.5% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling