-20.2%
PFE vs KEY
+16.6%
-36.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | +3.4% | +7.2% | -3.9% | +2.6% |
| 3M | +9.2% | -4.9% | +14.1% | +9.8% |
| 6M | +15.8% | +1.1% | +14.8% | +15.5% |
| YTD | +23.4% | +6.8% | +16.6% | +22.2% |
| 1Y | +25.8% | +23.3% | +2.5% | +22.5% |
| 3Y | +17.8% | +126.1% | -108.2% | +6.6% |
| 5Y | -20.2% | +15.2% | -35.4% | -20.6% |
| All | -20.2% | +16.6% | -36.8% | -20.6% |
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