+285.9%
PCAR vs KEY
+95.2%
+190.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +2.1% | +1.8% | +0.3% | +1.5% |
| 30D | -1.2% | +7.1% | -8.3% | -3.6% |
| 3M | -18.6% | -5.9% | -12.7% | -16.9% |
| 6M | -5.1% | +2.2% | -7.3% | -5.8% |
| YTD | -1.8% | +6.4% | -8.2% | -3.9% |
| 1Y | +10.6% | +24.8% | -14.1% | +2.4% |
| 3Y | +34.9% | +125.2% | -90.3% | +0.4% |
| 5Y | +114.0% | +13.0% | +101.0% | +92.9% |
| All | +285.9% | +95.2% | +190.7% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling