+16.2%
PFE vs KEY
+107.3%
-91.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.6% |
| 7D | -0.2% | -2.5% | +2.2% | +0.1% |
| 30D | +8.7% | +4.1% | +4.6% | +8.2% |
| 3M | +15.8% | -8.4% | +24.1% | +16.9% |
| 6M | +16.8% | -2.3% | +19.1% | +16.9% |
| YTD | +26.2% | +4.6% | +21.6% | +25.0% |
| 1Y | +29.9% | +24.6% | +5.4% | +25.9% |
| All | +16.2% | +107.3% | -91.1% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling