-63.4%
PCG vs KEYS
+1,095.1%
-1,158.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.1% |
| 7D | +5.4% | +4.4% | +1.0% | +4.2% |
| 30D | -15.1% | -2.2% | -12.9% | -14.8% |
| 3M | -9.8% | +0.5% | -10.4% | -10.9% |
| 6M | -18.0% | +22.4% | -40.4% | -23.7% |
| YTD | -7.2% | +64.1% | -71.3% | -21.5% |
| 1Y | +2.9% | +97.0% | -94.1% | -18.2% |
| 3Y | -11.1% | +152.0% | -163.1% | -36.8% |
| 5Y | +61.8% | +83.7% | -22.0% | +24.5% |
| 10Y | -75.2% | +997.9% | -1,073.0% | -87.1% |
| All | -63.4% | +1,095.1% | -1,158.4% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling