+16.0%
PCG vs KEY
+12.4%
+3.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | +5.8% | +4.1% | +1.8% | +5.0% |
| 3M | -22.8% | -8.4% | -14.4% | -21.5% |
| 6M | -18.4% | -2.3% | -16.1% | -18.2% |
| YTD | -16.9% | +4.6% | -21.4% | -17.9% |
| 1Y | -17.6% | +24.6% | -42.2% | -21.5% |
| 3Y | -20.0% | +112.8% | -132.7% | -32.3% |
| 5Y | +16.0% | +12.9% | +3.1% | +17.9% |
| All | +16.0% | +12.4% | +3.7% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling