+105.7%
PCG vs KEY
+1,050.5%
-944.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 6M | -23.8% | +9.2% | -33.0% | -25.0% |
| YTD | -10.5% | +10.6% | -21.1% | -12.2% |
| 1Y | -5.1% | +20.4% | -25.5% | -8.3% |
| 3Y | -11.6% | +121.8% | -133.5% | -24.0% |
| 5Y | +59.0% | +41.1% | +17.9% | +43.8% |
| 10Y | -75.7% | +168.5% | -244.3% | -80.7% |
| All | +105.7% | +1,050.5% | -944.8% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling