+49.6%
PFE vs KEY
+121.9%
-72.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | +3.4% | +7.2% | -3.9% | +2.3% |
| 3M | +9.2% | -4.9% | +14.1% | +10.0% |
| 6M | +15.8% | +1.1% | +14.8% | +15.4% |
| YTD | +23.4% | +6.8% | +16.6% | +21.8% |
| 1Y | +25.8% | +23.3% | +2.5% | +21.4% |
| 3Y | +17.8% | +126.1% | -108.2% | +2.0% |
| 5Y | -20.2% | +15.2% | -35.4% | -25.1% |
| 10Y | +49.6% | +113.6% | -64.0% | +23.8% |
| All | +49.6% | +121.9% | -72.3% | +23.8% |
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