+48.5%
PFE vs KEY
+95.2%
-46.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | +3.1% | +7.1% | -4.0% | +2.0% |
| 3M | +11.2% | -5.9% | +17.1% | +12.1% |
| 6M | +15.0% | +2.2% | +12.8% | +14.5% |
| YTD | +23.5% | +6.4% | +17.1% | +22.0% |
| 1Y | +18.9% | +24.8% | -5.9% | +14.5% |
| 3Y | +18.7% | +125.2% | -106.5% | +2.8% |
| 5Y | -24.0% | +13.0% | -37.0% | -28.4% |
| All | +48.5% | +95.2% | -46.7% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling