+53.3%
PCG vs KEEL
-41.3%
+94.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | -0.8% |
| 7D | +0.5% | +2.7% | -2.2% | +0.4% |
| 30D | -18.9% | +4.6% | -23.5% | -19.2% |
| 3M | -15.8% | -34.5% | +18.6% | -14.8% |
| 6M | -22.6% | +59.3% | -81.8% | -25.5% |
| YTD | -12.2% | +46.4% | -58.6% | -15.6% |
| 1Y | -7.1% | +96.6% | -103.7% | -13.4% |
| 3Y | -15.8% | +182.0% | -197.8% | -27.5% |
| 5Y | +53.3% | -38.2% | +91.6% | +43.3% |
| All | +53.3% | -41.3% | +94.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling