+81.9%
PEP vs KEY
+122.1%
-40.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +6.7% | -2.5% | +9.1% | +7.0% |
| 30D | +13.5% | +4.1% | +9.5% | +13.0% |
| 3M | +3.9% | -8.4% | +12.3% | +5.0% |
| 6M | -6.0% | -2.3% | -3.7% | -5.8% |
| YTD | +2.5% | +4.6% | -2.1% | +1.6% |
| 1Y | +3.9% | +24.6% | -20.6% | +0.8% |
| 3Y | -4.7% | +112.8% | -117.4% | -15.4% |
| 5Y | +1.1% | +12.9% | -11.8% | -3.4% |
| All | +81.9% | +122.1% | -40.2% | +64.0% |
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