+127.3%
KEY vs PFG
+81.7%
+45.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.7% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | +7.1% | +5.0% | +2.2% | +2.7% |
| 3M | -5.9% | +0.1% | -6.0% | -6.5% |
| 6M | +2.2% | +13.8% | -11.6% | -9.8% |
| YTD | +6.4% | +31.2% | -24.8% | -17.8% |
| 1Y | +24.8% | +37.1% | -12.3% | -7.5% |
| All | +127.3% | +81.7% | +45.6% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling