+32.8%
PFE vs KEYS
+1,049.9%
-1,017.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.5% |
| 7D | -2.6% | +3.5% | -6.1% | -3.2% |
| 30D | +5.4% | -4.5% | +9.8% | +6.0% |
| 3M | +7.8% | -0.4% | +8.2% | +7.1% |
| 6M | +5.0% | +19.1% | -14.1% | +0.3% |
| YTD | +17.1% | +66.7% | -49.6% | +3.4% |
| 1Y | +19.3% | +96.5% | -77.1% | +1.5% |
| 3Y | -0.9% | +155.2% | -156.1% | -22.0% |
| 5Y | -20.8% | +88.0% | -108.8% | -34.6% |
| All | +32.8% | +1,049.9% | -1,017.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling