-76.4%
PCG vs KEY
+107.2%
-183.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -0.5% | +6.7% | -7.2% | -2.4% |
| 3M | -24.0% | -4.6% | -19.4% | -23.0% |
| 6M | -18.6% | +2.6% | -21.2% | -19.4% |
| YTD | -17.7% | +7.0% | -24.6% | -19.8% |
| 1Y | -20.0% | +23.5% | -43.5% | -25.5% |
| 3Y | -20.2% | +126.4% | -146.6% | -40.3% |
| 5Y | +8.4% | +13.0% | -4.7% | -2.3% |
| 10Y | -76.4% | +99.5% | -175.9% | -83.5% |
| All | -76.4% | +107.2% | -183.6% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling