+35.8%
PFE vs KEY
+168.7%
-132.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +2.2% | -0.4% | +1.4% |
| 30D | +10.2% | -3.0% | +13.2% | +10.7% |
| 3M | +12.7% | +3.3% | +9.3% | +12.0% |
| 6M | +10.5% | +9.2% | +1.3% | +8.8% |
| YTD | +20.2% | +10.6% | +9.5% | +17.9% |
| 1Y | +24.1% | +20.4% | +3.7% | +20.0% |
| 3Y | -3.6% | +121.8% | -125.4% | -16.7% |
| 5Y | -20.9% | +41.1% | -62.0% | -28.5% |
| All | +35.8% | +168.7% | -132.9% | -9.1% |
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