+4.9%
PEP vs KEY
+24.8%
-19.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +6.7% | -2.5% | +9.1% | +6.9% |
| 30D | +13.5% | +4.1% | +9.5% | +13.2% |
| 3M | +3.9% | -8.4% | +12.3% | +4.3% |
| 6M | -6.0% | -2.3% | -3.7% | -5.9% |
| YTD | +2.5% | +4.6% | -2.1% | +3.0% |
| All | +4.9% | +24.8% | -19.9% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling