+1,426.5%
PBR vs KEY
+182.5%
+1,244.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.0% |
| 7D | -13.3% | -0.4% | -12.9% | -13.2% |
| 30D | -27.5% | +7.2% | -34.7% | -29.5% |
| 3M | +5.2% | -4.9% | +10.1% | +6.7% |
| 6M | -6.4% | +1.1% | -7.4% | -7.5% |
| YTD | +61.6% | +6.8% | +54.8% | +55.3% |
| 1Y | +48.9% | +23.3% | +25.6% | +35.2% |
| 3Y | +70.0% | +126.1% | -56.0% | +17.2% |
| 5Y | +469.0% | +15.2% | +453.8% | +369.5% |
| 10Y | +471.6% | +113.6% | +358.0% | +264.0% |
| All | +1,426.5% | +182.5% | +1,244.0% | +645.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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