+155.2%
KEYS vs PFGC
+58.8%
+96.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -4.8% | +8.2% | +5.3% |
| 30D | -4.5% | -12.5% | +8.1% | +0.1% |
| 3M | -0.4% | -9.7% | +9.3% | +2.0% |
| 6M | +19.1% | +7.0% | +12.1% | +12.5% |
| YTD | +66.7% | +4.5% | +62.2% | +58.3% |
| 1Y | +96.5% | -11.6% | +108.0% | +102.2% |
| 3Y | +155.2% | +58.5% | +96.7% | +96.2% |
| All | +155.2% | +58.8% | +96.3% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling