+113.6%
KEY vs PFG
+203.0%
-89.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.4% | -1.0% |
| 7D | -0.4% | +2.3% | -2.7% | -2.6% |
| 30D | +7.2% | +7.6% | -0.4% | 0.0% |
| 3M | -4.9% | +2.5% | -7.4% | -7.7% |
| 6M | +1.1% | +16.6% | -15.6% | -13.5% |
| YTD | +6.8% | +34.1% | -27.2% | -20.2% |
| 1Y | +23.3% | +44.1% | -20.8% | -14.0% |
| 3Y | +126.1% | +86.3% | +39.8% | +23.2% |
| 5Y | +15.2% | +101.6% | -86.4% | -39.8% |
| 10Y | +113.6% | +197.9% | -84.3% | -24.5% |
| All | +113.6% | +203.0% | -89.4% | -24.5% |
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