-14.6%
PCG vs KEEL
+209.2%
-223.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.2% |
| 7D | +6.5% | +19.3% | -12.8% | +5.9% |
| 30D | -16.7% | +9.1% | -25.8% | -17.0% |
| 3M | -14.2% | -31.5% | +17.4% | -13.6% |
| 6M | -21.5% | +75.8% | -97.3% | -23.8% |
| YTD | -11.2% | +57.9% | -69.1% | -13.9% |
| 1Y | -4.2% | +133.3% | -137.5% | -9.5% |
| All | -14.6% | +209.2% | -223.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling