-45.3%
KEEL vs PFGC
+12.5%
-57.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +13.5% | -17.6% | -7.1% |
| 7D | -13.6% | +13.9% | -27.4% | -17.1% |
| 30D | -39.1% | +18.4% | -57.5% | -42.9% |
| 3M | -48.9% | -2.5% | -46.4% | -47.9% |
| 6M | -35.4% | +26.0% | -61.4% | -48.3% |
| YTD | -10.6% | +21.9% | -32.5% | -25.1% |
| 1Y | -45.3% | +13.4% | -58.7% | -54.0% |
| All | -45.3% | +12.5% | -57.8% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling