+59.6%
PCAR vs KEYS
+148.6%
-89.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.2% | +2.9% | -3.1% | -1.1% |
| 30D | -6.9% | -1.3% | -5.6% | -6.7% |
| 3M | +2.1% | -0.1% | +2.2% | +1.3% |
| 6M | +1.6% | +17.4% | -15.8% | -4.7% |
| YTD | +12.2% | +62.9% | -50.7% | -7.7% |
| 1Y | +28.0% | +95.7% | -67.7% | -2.5% |
| All | +59.6% | +148.6% | -89.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling