+9.5%
PCAR vs KEY
+22.7%
-13.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.0% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | -2.1% | +7.2% | -9.3% | -6.3% |
| 3M | -20.4% | -4.9% | -15.5% | -18.0% |
| 6M | -7.0% | +1.1% | -8.0% | -7.7% |
| YTD | -2.6% | +6.8% | -9.5% | -7.8% |
| All | +9.5% | +22.7% | -13.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling