+3,159.9%
PEP vs KEY
+1,050.5%
+2,109.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | +0.2% | -3.0% | +3.3% | +0.6% |
| 3M | -1.1% | +3.3% | -4.4% | -1.6% |
| 6M | -13.5% | +9.2% | -22.7% | -14.6% |
| YTD | -1.2% | +10.6% | -11.8% | -2.7% |
| 1Y | -1.6% | +20.4% | -22.0% | -4.3% |
| 3Y | -12.5% | +121.8% | -134.4% | -22.8% |
| 5Y | +3.0% | +41.1% | -38.1% | -5.9% |
| 10Y | +73.9% | +168.5% | -94.6% | +38.5% |
| All | +3,159.9% | +1,050.5% | +2,109.4% | +1,303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling