+53.3%
PCG vs KEYS
+79.0%
-25.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +0.5% | +0.9% | -0.4% | +0.4% |
| 30D | -18.9% | -5.3% | -13.7% | -18.3% |
| 3M | -15.8% | +0.5% | -16.4% | -16.5% |
| 6M | -22.6% | +14.0% | -36.6% | -25.1% |
| YTD | -12.2% | +60.3% | -72.5% | -20.9% |
| 1Y | -7.1% | +91.3% | -98.4% | -19.8% |
| 3Y | -15.8% | +146.1% | -162.0% | -33.5% |
| 5Y | +53.3% | +80.8% | -27.4% | +25.6% |
| All | +53.3% | +79.0% | -25.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling