+3,449.8%
PFE vs KEY
+987.2%
+2,462.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.4% |
| 7D | -0.2% | -2.5% | +2.2% | +0.3% |
| 30D | +8.7% | +4.1% | +4.6% | +7.8% |
| 3M | +15.8% | -8.4% | +24.1% | +17.6% |
| 6M | +16.8% | -2.3% | +19.1% | +17.1% |
| YTD | +26.2% | +4.6% | +21.6% | +24.6% |
| 1Y | +29.9% | +24.6% | +5.4% | +23.9% |
| 3Y | +15.9% | +112.8% | -96.8% | -2.5% |
| 5Y | -20.6% | +12.9% | -33.5% | -27.3% |
| 10Y | +65.4% | +126.7% | -61.3% | +21.8% |
| All | +3,449.8% | +987.2% | +2,462.6% | +1,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling