+18.9%
PFE vs KEEL
+294.5%
-275.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.2% |
| 7D | -2.6% | +2.9% | -5.4% | -2.6% |
| 30D | +5.4% | +0.8% | +4.5% | +5.3% |
| 3M | +7.8% | -35.3% | +43.1% | +7.9% |
| 6M | +5.0% | +59.4% | -54.4% | +4.7% |
| YTD | +17.1% | +51.9% | -34.8% | +16.7% |
| 1Y | +19.3% | +75.0% | -55.7% | +18.7% |
| 3Y | -0.9% | +224.5% | -225.5% | -2.0% |
| 5Y | -20.8% | -35.9% | +15.1% | -22.0% |
| All | +18.9% | +294.5% | -275.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling