-76.3%
PCG vs KEYS
+1,049.9%
-1,126.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.8% |
| 7D | -3.5% | +3.5% | -7.0% | -4.5% |
| 30D | -20.6% | -4.5% | -16.1% | -19.7% |
| 3M | -17.6% | -0.4% | -17.2% | -18.4% |
| 6M | -23.5% | +19.1% | -42.6% | -28.7% |
| YTD | -13.6% | +66.7% | -80.3% | -28.6% |
| 1Y | -11.3% | +96.5% | -107.8% | -31.2% |
| 3Y | -16.9% | +155.2% | -172.1% | -43.5% |
| 5Y | +50.8% | +88.0% | -37.2% | +11.7% |
| All | -76.3% | +1,049.9% | -1,126.2% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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