-76.7%
PCG vs KEY
+121.9%
-198.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.5% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +0.1% | +7.2% | -7.1% | -2.0% |
| 3M | -24.4% | -4.9% | -19.5% | -23.4% |
| 6M | -17.7% | +1.1% | -18.7% | -18.1% |
| YTD | -17.4% | +6.8% | -24.2% | -19.5% |
| 1Y | -19.4% | +23.3% | -42.7% | -24.9% |
| 3Y | -18.6% | +126.1% | -144.7% | -39.0% |
| 5Y | +10.2% | +15.2% | -5.0% | -1.3% |
| 10Y | -76.7% | +113.6% | -190.3% | -83.3% |
| All | -76.7% | +121.9% | -198.6% | -83.3% |
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 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