+150.1%
KEY vs PFGC
+465.8%
-315.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -1.3% | +8.5% | -9.8% | -5.0% |
| 30D | +5.1% | +15.0% | -9.9% | -1.3% |
| 3M | -7.1% | -6.2% | -0.9% | -5.4% |
| 6M | -4.4% | +15.7% | -20.1% | -11.1% |
| YTD | +4.0% | +19.6% | -15.5% | -5.9% |
| 1Y | +23.4% | +13.2% | +10.2% | +14.2% |
| 3Y | +113.9% | +77.0% | +37.0% | +63.8% |
| 5Y | +12.3% | +121.5% | -109.1% | -23.6% |
| 10Y | +125.5% | +354.5% | -229.1% | +18.9% |
| All | +150.1% | +465.8% | -315.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling