+10.2%
PCG vs KEY
+16.6%
-6.4%
-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% | -1.4% | +0.8% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +0.1% | +7.2% | -7.1% | -1.3% |
| 3M | -24.4% | -4.9% | -19.5% | -23.7% |
| 6M | -17.7% | +1.1% | -18.7% | -17.9% |
| YTD | -17.4% | +6.8% | -24.2% | -18.8% |
| 1Y | -19.4% | +23.3% | -42.7% | -23.0% |
| 3Y | -18.6% | +126.1% | -144.7% | -31.9% |
| 5Y | +10.2% | +15.2% | -5.0% | +11.3% |
| All | +10.2% | +16.6% | -6.4% | +11.3% |
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 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