+113.6%
PEP vs KEYS
+1,095.1%
-981.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +0.1% | +4.4% | -4.3% | -0.5% |
| 30D | +0.7% | -2.2% | +2.9% | +0.8% |
| 3M | -0.5% | +0.5% | -1.1% | -1.3% |
| 6M | -11.3% | +22.4% | -33.7% | -15.2% |
| YTD | -0.6% | +64.1% | -64.7% | -10.2% |
| 1Y | +1.7% | +97.0% | -95.3% | -11.5% |
| 3Y | -12.5% | +152.0% | -164.5% | -29.0% |
| 5Y | +3.9% | +83.7% | -79.9% | -11.5% |
| 10Y | +76.6% | +997.9% | -921.3% | +7.9% |
| All | +113.6% | +1,095.1% | -981.5% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling