+134.4%
KEY vs PFG
+960.1%
-825.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.7% |
| 7D | -1.3% | -0.6% | -0.6% | -0.9% |
| 30D | +5.1% | +2.0% | +3.1% | +3.6% |
| 3M | -7.1% | -3.2% | -3.9% | -5.4% |
| 6M | -4.4% | +10.9% | -15.3% | -11.7% |
| YTD | +4.0% | +28.8% | -24.8% | -13.7% |
| 1Y | +23.4% | +39.2% | -15.8% | -3.1% |
| 3Y | +113.9% | +75.0% | +38.9% | +44.3% |
| 5Y | +12.3% | +91.9% | -79.6% | -26.4% |
| 10Y | +125.5% | +202.3% | -76.8% | +12.1% |
| All | +134.4% | +960.1% | -825.7% | -45.0% |
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