-1.2%
PFE vs KEEL
+186.7%
-187.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | -0.4% |
| 7D | -4.0% | +2.7% | -6.7% | -4.0% |
| 30D | +3.9% | +4.6% | -0.7% | +3.8% |
| 3M | +9.9% | -34.5% | +44.4% | +10.1% |
| 6M | +5.3% | +59.3% | -54.0% | +4.4% |
| YTD | +16.8% | +46.4% | -29.6% | +15.6% |
| 1Y | +20.4% | +96.6% | -76.1% | +17.8% |
| All | -1.2% | +186.7% | -187.9% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling