-1.7%
PCG vs KEEL
+294.5%
-296.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -1.6% |
| 7D | -3.5% | +2.9% | -6.4% | -3.5% |
| 30D | -20.6% | +0.8% | -21.4% | -20.6% |
| 3M | -17.6% | -35.3% | +17.8% | -17.7% |
| 6M | -23.5% | +59.4% | -82.9% | -23.2% |
| YTD | -13.6% | +51.9% | -65.5% | -13.3% |
| 1Y | -11.3% | +75.0% | -86.3% | -10.7% |
| 3Y | -16.9% | +224.5% | -241.5% | -14.8% |
| 5Y | +50.8% | -35.9% | +86.7% | +49.4% |
| All | -1.7% | +294.5% | -296.2% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling