+115.2%
PCAR vs KEYS
+59.1%
+56.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +4.9% | +9.4% | -4.5% | +2.3% |
| 30D | -1.4% | -16.8% | +15.3% | +3.3% |
| 3M | -18.1% | -15.9% | -2.3% | -14.9% |
| 6M | -4.0% | -17.6% | +13.6% | -0.3% |
| YTD | -1.5% | +46.5% | -48.0% | -16.8% |
| 1Y | +13.2% | +66.9% | -53.7% | -9.0% |
| 3Y | +35.8% | +141.4% | -105.6% | -5.9% |
| All | +115.2% | +59.1% | +56.1% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling