+90.1%
PEP vs KEY
+107.2%
-17.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +13.6% | +6.7% | +6.9% | +12.7% |
| 3M | +5.1% | -4.6% | +9.7% | +5.7% |
| 6M | -1.6% | +2.6% | -4.2% | -2.0% |
| YTD | +3.3% | +7.0% | -3.6% | +2.2% |
| 1Y | +3.2% | +23.5% | -20.2% | +0.2% |
| 3Y | -3.9% | +126.4% | -130.3% | -15.6% |
| 5Y | +4.0% | +13.0% | -9.0% | -0.6% |
| 10Y | +90.1% | +99.5% | -9.3% | +60.4% |
| All | +90.1% | +107.2% | -17.1% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling