-35.3%
KEEL vs PFGC
+110.3%
-145.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.1% |
| 7D | +2.9% | -4.8% | +7.6% | +6.9% |
| 30D | +0.8% | -12.5% | +13.4% | +12.2% |
| 3M | -35.3% | -9.7% | -25.6% | -32.0% |
| 6M | +59.4% | +7.0% | +52.4% | +45.1% |
| YTD | +51.9% | +4.5% | +47.4% | +40.1% |
| 1Y | +75.0% | -11.6% | +86.6% | +86.3% |
| 3Y | +224.5% | +58.5% | +166.1% | +108.0% |
| All | -35.3% | +110.3% | -145.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling