+400.5%
PCAR vs KEYS
+1,072.8%
-672.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.3% |
| 7D | -0.5% | +2.3% | -2.8% | -1.3% |
| 30D | -6.2% | -2.6% | -3.6% | -5.6% |
| 3M | +5.9% | -4.6% | +10.5% | +6.7% |
| 6M | +0.4% | +8.7% | -8.3% | -3.7% |
| YTD | +14.8% | +61.0% | -46.2% | -5.5% |
| 1Y | +30.1% | +96.0% | -65.9% | -0.8% |
| 3Y | +66.7% | +144.4% | -77.8% | +14.9% |
| 5Y | +166.1% | +80.5% | +85.6% | +99.0% |
| 10Y | +353.7% | +974.9% | -621.3% | +66.5% |
| All | +400.5% | +1,072.8% | -672.3% | +81.8% |
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