-21.5%
PFE vs KEY
+11.7%
-33.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | +5.0% | +5.1% | -0.2% | +4.4% |
| 3M | +12.2% | -7.1% | +19.3% | +13.0% |
| 6M | +14.6% | -4.4% | +19.0% | +15.0% |
| YTD | +24.1% | +4.0% | +20.1% | +23.2% |
| 1Y | +26.6% | +23.4% | +3.2% | +23.2% |
| 3Y | +14.3% | +113.9% | -99.6% | +4.1% |
| All | -21.5% | +11.7% | -33.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling