+99.5%
KEY vs PFG
+189.4%
-89.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.5% |
| 7D | -0.5% | -2.2% | +1.7% | +1.5% |
| 30D | +6.7% | +6.4% | +0.4% | +0.6% |
| 3M | -4.6% | +2.2% | -6.8% | -7.2% |
| 6M | +2.6% | +16.3% | -13.7% | -12.0% |
| YTD | +7.0% | +33.2% | -26.3% | -19.7% |
| 1Y | +23.5% | +40.6% | -17.1% | -12.0% |
| 3Y | +126.4% | +83.3% | +43.0% | +25.2% |
| 5Y | +13.0% | +97.7% | -84.7% | -40.0% |
| 10Y | +99.5% | +189.9% | -90.4% | -28.8% |
| All | +99.5% | +189.4% | -89.9% | -28.8% |
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