+329.6%
PCAR vs KEYS
+967.0%
-637.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +4.9% | +9.4% | -4.5% | +1.9% |
| 30D | -1.4% | -16.8% | +15.3% | +3.9% |
| 3M | -18.1% | -15.9% | -2.3% | -14.6% |
| 6M | -4.0% | -17.6% | +13.6% | +0.1% |
| YTD | -1.5% | +46.5% | -48.0% | -17.5% |
| 1Y | +13.2% | +66.9% | -53.7% | -9.9% |
| 3Y | +35.8% | +141.4% | -105.6% | -7.5% |
| 5Y | +114.6% | +59.5% | +55.1% | +65.2% |
| 10Y | +289.6% | +761.1% | -471.5% | +52.8% |
| All | +329.6% | +967.0% | -637.4% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling