+309.9%
KEEL vs PFGC
+111.8%
+198.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +19.3% | -3.7% | +23.0% | +20.6% |
| 30D | +9.1% | -16.0% | +25.1% | +14.8% |
| 3M | -31.5% | -4.1% | -27.4% | -31.4% |
| 6M | +75.8% | +8.7% | +67.1% | +69.9% |
| YTD | +57.9% | +6.4% | +51.5% | +53.7% |
| 1Y | +133.3% | -8.4% | +141.7% | +137.8% |
| 3Y | +204.1% | +61.8% | +142.3% | +167.0% |
| 5Y | -37.5% | +108.7% | -146.3% | -47.4% |
| All | +309.9% | +111.8% | +198.2% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling