+224.5%
KEEL vs PFGC
+58.8%
+165.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.1% |
| 7D | +2.9% | -4.8% | +7.6% | +6.6% |
| 30D | +0.8% | -12.5% | +13.4% | +11.4% |
| 3M | -35.3% | -9.7% | -25.6% | -32.8% |
| 6M | +59.4% | +7.0% | +52.4% | +42.2% |
| YTD | +51.9% | +4.5% | +47.4% | +37.5% |
| 1Y | +75.0% | -11.6% | +86.6% | +83.8% |
| 3Y | +224.5% | +58.5% | +166.1% | +112.8% |
| All | +224.5% | +58.8% | +165.7% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling