+3,280.0%
PFE vs KEY
+1,050.5%
+2,229.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | +2.2% | -0.4% | +1.3% |
| 30D | +10.2% | -3.0% | +13.2% | +10.8% |
| 3M | +12.7% | +3.3% | +9.3% | +11.8% |
| 6M | +10.5% | +9.2% | +1.3% | +8.4% |
| YTD | +20.2% | +10.6% | +9.5% | +17.4% |
| 1Y | +24.1% | +20.4% | +3.7% | +19.0% |
| 3Y | -3.6% | +121.8% | -125.4% | -19.6% |
| 5Y | -20.9% | +41.1% | -62.0% | -30.8% |
| 10Y | +35.8% | +168.5% | -132.7% | -3.3% |
| All | +3,280.0% | +1,050.5% | +2,229.4% | +1,255.3% |
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