+3.2%
PEP vs KEYS
+79.9%
-76.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | -0.2% | -5.3% | +5.0% | 0.0% |
| 3M | -4.3% | +0.5% | -4.8% | -4.7% |
| 6M | -13.2% | +14.0% | -27.2% | -14.6% |
| YTD | -1.9% | +60.3% | -62.2% | -6.6% |
| 1Y | -0.3% | +91.3% | -91.7% | -7.0% |
| 3Y | -13.6% | +146.1% | -159.8% | -23.2% |
| All | +3.2% | +79.9% | -76.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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