+115.2%
PCAR vs KEY
+13.1%
+102.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.9% | +2.9% | +2.0% | +4.0% |
| 30D | -1.4% | +8.4% | -9.9% | -4.0% |
| 3M | -18.1% | -5.8% | -12.4% | -16.6% |
| 6M | -4.0% | +5.4% | -9.5% | -5.6% |
| YTD | -1.5% | +7.1% | -8.5% | -3.6% |
| 1Y | +13.2% | +26.8% | -13.6% | +5.0% |
| 3Y | +35.8% | +128.7% | -92.9% | +5.7% |
| All | +115.2% | +13.1% | +102.1% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling