+167.0%
KEY vs PFG
+239.4%
-72.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.5% |
| 7D | +2.7% | +6.0% | -3.3% | -3.0% |
| 30D | -3.2% | +2.2% | -5.4% | -5.5% |
| 3M | +1.0% | +10.4% | -9.4% | -8.8% |
| 6M | +11.9% | +27.8% | -15.9% | -12.1% |
| YTD | +8.7% | +33.6% | -24.9% | -18.3% |
| 1Y | +18.5% | +49.3% | -30.8% | -20.0% |
| 3Y | +124.0% | +69.7% | +54.2% | +34.1% |
| 5Y | +40.8% | +111.3% | -70.5% | -29.3% |
| 10Y | +167.0% | +240.3% | -73.3% | -16.1% |
| All | +167.0% | +239.4% | -72.4% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling