+149.3%
KEY vs PFG
+1,015.3%
-865.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.3% |
| 7D | +2.2% | +5.5% | -3.3% | -1.8% |
| 30D | -3.0% | +2.4% | -5.4% | -4.8% |
| 3M | +3.3% | +13.6% | -10.2% | -6.0% |
| 6M | +9.2% | +27.9% | -18.7% | -8.7% |
| YTD | +10.6% | +35.6% | -24.9% | -11.3% |
| 1Y | +20.4% | +48.5% | -28.1% | -9.5% |
| 3Y | +121.8% | +66.9% | +55.0% | +55.5% |
| 5Y | +41.1% | +111.0% | -69.8% | -13.1% |
| 10Y | +168.5% | +244.5% | -76.0% | +22.7% |
| All | +149.3% | +1,015.3% | -865.9% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling