+94.2%
KEY vs PFGC
+351.0%
-256.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +2.9% | +3.4% | -0.5% | +1.4% |
| 30D | +8.4% | +16.9% | -8.5% | +0.8% |
| 3M | -5.8% | +6.4% | -12.2% | -8.9% |
| 6M | +5.4% | +16.0% | -10.6% | -2.4% |
| YTD | +7.1% | +23.6% | -16.6% | -4.9% |
| 1Y | +26.8% | +16.6% | +10.2% | +15.5% |
| 3Y | +128.7% | +82.3% | +46.4% | +70.8% |
| 5Y | +13.6% | +138.7% | -125.1% | -26.4% |
| All | +94.2% | +351.0% | -256.8% | -0.1% |
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