-1.2%
PFE vs KEYS
+144.6%
-145.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -4.0% | +0.9% | -5.0% | -4.1% |
| 30D | +3.9% | -5.3% | +9.1% | +4.2% |
| 3M | +9.9% | +0.5% | +9.4% | +9.2% |
| 6M | +5.3% | +14.0% | -8.8% | +2.6% |
| YTD | +16.8% | +60.3% | -43.5% | +7.4% |
| 1Y | +20.4% | +91.3% | -70.9% | +7.3% |
| All | -1.2% | +144.6% | -145.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling