+46.2%
PFE vs KEY
+109.2%
-63.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +5.3% | +6.9% | -1.5% | +4.3% |
| 3M | +10.1% | -5.0% | +15.1% | +10.9% |
| 6M | +18.0% | +0.7% | +17.3% | +17.7% |
| YTD | +25.8% | +6.5% | +19.3% | +24.2% |
| 1Y | +28.4% | +22.6% | +5.8% | +24.1% |
| 3Y | +20.9% | +125.3% | -104.4% | +4.8% |
| 5Y | -21.5% | +13.9% | -35.4% | -26.2% |
| 10Y | +46.2% | +105.3% | -59.1% | +27.5% |
| All | +46.2% | +109.2% | -63.0% | +27.5% |
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