+80.3%
PEP vs KEY
+121.9%
-41.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | 0.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +12.6% | +7.2% | +5.4% | +11.6% |
| 3M | +3.1% | -4.9% | +8.1% | +3.7% |
| 6M | -6.3% | +1.1% | -7.3% | -6.5% |
| YTD | +1.9% | +6.8% | -4.9% | +0.8% |
| 1Y | +3.3% | +23.3% | -20.0% | +0.3% |
| 3Y | -4.8% | +126.1% | -130.9% | -16.3% |
| 5Y | +2.0% | +15.2% | -13.2% | -2.8% |
| 10Y | +80.3% | +113.6% | -33.3% | +58.7% |
| All | +80.3% | +121.9% | -41.6% | +58.7% |
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