+981.1%
KEYS vs PFGC
+409.4%
+571.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | +4.4% | -2.4% | +6.9% | +4.9% |
| 30D | -2.2% | -15.8% | +13.5% | +0.6% |
| 3M | +0.5% | -0.6% | +1.1% | +0.3% |
| 6M | +22.4% | +10.7% | +11.7% | +19.5% |
| YTD | +64.1% | +7.6% | +56.5% | +60.8% |
| 1Y | +97.0% | -7.8% | +104.8% | +98.1% |
| 3Y | +152.0% | +63.7% | +88.3% | +130.1% |
| 5Y | +83.7% | +112.3% | -28.5% | +60.2% |
| 10Y | +997.9% | +286.7% | +711.2% | +770.2% |
| All | +981.1% | +409.4% | +571.7% | +703.4% |
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