-5.1%
PCG vs KEY
+21.3%
-26.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | +2.2% | -16.1% | -14.1% |
| 30D | -16.9% | -3.0% | -13.8% | -16.4% |
| 3M | -14.7% | +3.3% | -18.1% | -15.0% |
| 6M | -23.8% | +9.2% | -33.0% | -24.6% |
| YTD | -10.5% | +10.6% | -21.1% | -12.0% |
| 1Y | -5.1% | +20.4% | -25.5% | -8.3% |
| All | -5.1% | +21.3% | -26.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling