+3.0%
PEP vs KEY
+14.6%
-11.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +4.6% | +0.5% | +4.1% | +4.6% |
| 30D | +14.0% | +6.9% | +7.1% | +13.5% |
| 3M | +5.4% | -5.0% | +10.4% | +5.7% |
| 6M | -5.1% | +0.7% | -5.9% | -5.2% |
| YTD | +3.1% | +6.5% | -3.4% | +2.6% |
| 1Y | +4.8% | +22.6% | -17.8% | +3.4% |
| 3Y | -4.1% | +125.3% | -129.5% | -10.1% |
| 5Y | +3.0% | +13.9% | -11.0% | +4.4% |
| All | +3.0% | +14.6% | -11.6% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling