+94.0%
KEY vs PFGC
+351.2%
-257.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -1.2% |
| 30D | +6.7% | +17.4% | -10.7% | -0.9% |
| 3M | -4.6% | -2.4% | -2.2% | -4.4% |
| 6M | +2.6% | +18.2% | -15.6% | -5.8% |
| YTD | +7.0% | +23.7% | -16.7% | -5.0% |
| 1Y | +23.5% | +15.0% | +8.5% | +13.1% |
| 3Y | +126.4% | +82.3% | +44.0% | +69.1% |
| 5Y | +13.0% | +131.9% | -118.9% | -25.9% |
| All | +94.0% | +351.2% | -257.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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