-5.2%
PCG vs KEEL
+105.5%
-110.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +0.8% | -27.1% | +27.8% | +0.7% |
| 3M | -23.8% | -43.8% | +20.0% | -23.9% |
| 6M | -19.6% | -55.2% | +35.6% | -19.8% |
| YTD | -16.7% | -20.9% | +4.1% | -16.6% |
| 1Y | -19.4% | -28.5% | +9.1% | -19.3% |
| 3Y | -18.3% | +66.1% | -84.4% | -16.5% |
| 5Y | +10.4% | -78.3% | +88.7% | +6.3% |
| All | -5.2% | +105.5% | -110.7% | +70.4% |
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